GeD spline estimation of multivariate Archimedean copulas

Computational Statistics and Data Analysis

Volumn 52, Issue 7, 2008, Pages 3570-3582

  Dimitrova, Dimitrina S ^a   Kaishev, Vladimir K ^a   Penev, Spiridon I ^b  

^a CITY UNIVERSITY   (United Kingdom)

^b UNIVERSITY OF NEW SOUTH WALES   (Australia)

Author keywords

[No Author keywords available]

Indexed keywords

DIFFERENTIAL EQUATIONS; LINEAR REGRESSION; MATHEMATICAL TRANSFORMATIONS; PARAMETER ESTIMATION; PROBABILITY DISTRIBUTIONS;

GEOMETRICALLY DESIGNED SPLINES (GED SPLINES); MULTIVARIATE ARCHIMEDEAN COPULAS;

SPLINES;

EID: 40249104872     PISSN: 01679473     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.csda.2007.11.010     Document Type: Article

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