Derivatives and Fisher information of bivariate copulas

Statistical Papers

Volumn 55, Issue 2, 2014, Pages 525-542

  Schepsmeier, Ulf ^a   Stöber, Jakob ^a  

^a TECHNICAL UNIVERSITY OF MUNICH   (Germany)

Author keywords

Copula; Derivatives; Expected information; Observed information

Indexed keywords

EID: 84897578177     PISSN: 09325026     EISSN: None     Source Type: Journal    
DOI: 10.1007/s00362-013-0498-x     Document Type: Article

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