Comparison of estimators for pair-copula constructions

Journal of Multivariate Analysis

Volumn 110, Issue , 2012, Pages 91-105

  Hobæk Haff, Ingrid ^a  

^a NORWEGIAN COMPUTING CENTER   (Norway)

Author keywords

Copulae; Empirical distribution functions; Hierarchical structures; Semiparametric estimation; Simulation study

Indexed keywords

EID: 84862012452     PISSN: 0047259X     EISSN: 10957243     Source Type: Journal    
DOI: 10.1016/j.jmva.2011.08.013     Document Type: Article

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