Copula representation of bivariate L-moments: a new estimation method for multiparameter two-dimensional copula models

Statistics

Volumn 49, Issue 3, 2015, Pages 497-521

  Brahimi, Brahim ^a   Chebana, Fateh ^b   Necir, Abdelhakim ^a  

^a UNIVERSITY OF BISKRA   (Algeria)

^b CENTRE EAU TERRE ENVIRONNEMENT   (Canada)

Author keywords

Archimedean copulas; copulas; dependence; FGM copulas; multivariate L moments; parametric estimation

Indexed keywords

EID: 84929836450     PISSN: 02331888     EISSN: 10294910     Source Type: Journal    
DOI: 10.1080/02331888.2014.932792     Document Type: Article

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