Archimedean copula estimation and model selection via l1-norm symmetric distribution

Insurance: Mathematics and Economics

Volumn 46, Issue 2, 2010, Pages 406-414

  Qu, Xiaomei ^a   Zhou, Jie ^a   Shen, Xiaojing ^a  

^a SICHUAN UNIVERSITY   (China)

Author keywords

Archimedean copula; Archimedean generator; l1 norm symmetric distribution; Radial distribution

Indexed keywords

EID: 77949272096     PISSN: 01676687     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.insmatheco.2009.12.006     Document Type: Article

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