A new class of copulas involved geometric distribution: estimation and applications

DOI10.1016/j.insmatheco.2015.09.008zbMath1348.60021OpenAlexW1873968085MaRDI QIDQ903321

Kong-Sheng Zhang, Pei-Rong Xu, Jin-Guan Lin

Publication date: 5 January 2016

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2015.09.008

zbMATH Keywords

copulabootstrap methodmaximum likelihood estimationgeometric distributioninterior-point penalty function method

Mathematics Subject Classification ID

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Uses Software

• nacopula

Cites Work

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• A semiparametric estimation procedure of dependence parameters in multivariate families of distributions
• Maximum likelihood estimation of mixed C-vines with application to exchange rates
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• On Information and Sufficiency

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