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Archimedean Copulas

Jan Górecki, Ostap Okhrin
openaire   +1 more source

Nonparametric estimation of the tree structure of a nested Archimedean copula

Computational Statistics and Data Analysis, 2014
Johan Segers
exaly  

Inference in multivariate Archimedean copula models

Test, 2011
Christian Genest, Johanna F Ziegel
exaly  

Archimedean copula estimation and model selection via -norm symmetric distribution

Insurance: Mathematics and Economics, 2010
Jie Zhou, Xiaojing Shen
exaly  

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