Archimedean copula estimation and model selection via \(l_1\)-norm symmetric distribution
type: Item
instance of: scholarly article
title: Archimedean copula estimation and model selection via \(l_1\)-norm symmetric distribution
zbMATH Open document ID: 1231.91489
author: Xiaomei Qu
author: Jie Zhou
author: Xiaojing Shen
published in: Insurance Mathematics \& Economics
publication date: 2012-02-10T00:00:00Z
Mathematics Subject Classification ID: 91G70
Mathematics Subject Classification ID: 91B82
Mathematics Subject Classification ID: 62H05
Mathematics Subject Classification ID: 62F12
Mathematics Subject Classification ID: 62H12
zbMATH DE Number: 6004705
zbMATH Keywords: Archimedean copula
zbMATH Keywords: Archimedean generator
zbMATH Keywords: \(l_{1}\)-norm symmetric distribution
zbMATH Keywords: radial distribution
MaRDI profile type: Publication
full work available at URL: j.insmatheco.2009.12.006
OpenAlex ID: W2094627450
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DOI: 10.1016/J.INSMATHECO.2009.12.006
description: scientific article; zbMATH DE number 6004705