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dc.contributor.author
Hofert, Marius
dc.contributor.author
Pham, David
dc.date.accessioned
2017-06-10T17:51:33Z
dc.date.available
2017-06-10T17:51:33Z
dc.date.issued
2013-07
dc.identifier.issn
1095-7243
dc.identifier.issn
0047-259X
dc.identifier.other
10.1016/j.jmva.2013.03.006
dc.identifier.uri
http://hdl.handle.net/20.500.11850/67818
dc.language.iso
en
dc.publisher
Elsevier
dc.subject
Nested Archimedean copulas
dc.subject
Generator derivatives
dc.subject
Likelihood-based inference
dc.title
Densities of nested Archimedean copulas
dc.type
Journal Article
ethz.journal.title
Journal of Multivariate Analysis
ethz.journal.volume
118
ethz.journal.abbreviated
J. Multivar. Anal.
ethz.pages.start
37
ethz.pages.end
52
ethz.notes
Received 12 April 2012, Published online 26 March 2013.
ethz.identifier.wos
ethz.identifier.nebis
000049428
ethz.publication.place
Amsterdam
ethz.publication.status
published
ethz.leitzahl
ETH Zürich::00002 - ETH Zürich::00012 - Lehre und Forschung::00007 - Departemente::02000 - Dep. Mathematik / Dep. of Mathematics::02003 - Mathematik Selbständige Professuren::03288 - Embrechts, Paul (emeritus)
ethz.leitzahl.certified
ETH Zürich::00002 - ETH Zürich::00012 - Lehre und Forschung::00007 - Departemente::02000 - Dep. Mathematik / Dep. of Mathematics::02003 - Mathematik Selbständige Professuren::03288 - Embrechts, Paul (emeritus)
ethz.date.deposited
2017-06-10T17:54:51Z
ethz.source
ECIT
ethz.identifier.importid
imp593650ac63bdc72303
ethz.ecitpid
pub:107893
ethz.eth
yes
ethz.availability
Metadata only
ethz.rosetta.installDate
2017-07-18T07:58:43Z
ethz.rosetta.lastUpdated
2018-11-02T09:49:42Z
ethz.rosetta.exportRequired
true
ethz.rosetta.versionExported
true
ethz.COinS
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