Likelihood inference for Archimedean copulas in high dimensions under known margins
METADATA ONLY
Author / Producer
Date
2012-09
Publication Type
Journal Article
ETH Bibliography
yes
Citations
Altmetric
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Data
Rights / License
Permanent link
Publication status
published
External links
Editor
Book title
Journal / series
Volume
110
Pages / Article No.
133 - 150
Publisher
Elsevier
Event
Edition / version
Methods
Software
Geographic location
Date collected
Date created
Subject
Archimedean copulas; Maximum-likelihood estimation; Confidence intervals; Multi-parameter families
Organisational unit
03502 - Bühlmann, Peter L. / Bühlmann, Peter L.
03288 - Embrechts, Paul (emeritus) / Embrechts, Paul (emeritus)
Notes
Published online 2 March 2012.