Copula representation of bivariateL-moments: a new estimation method for multiparameter two-dimensional copula models

DOI10.1080/02331888.2014.932792zbMath1396.62098arXiv1106.2887OpenAlexW3123589292MaRDI QIDQ5263991

Brahim Brahimi, Fateh Chebana, Abdelhakim Necir

Publication date: 20 July 2015

Published in: Unnamed Author (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1106.2887

zbMATH Keywords

copulasdependenceparametric estimationArchimedean copulasFGM copulasmultivariate \(L\)-moments

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Related Items (1)

On copula moment: empirical likelihood based estimation method

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