Archimedean copula estimation and model selection via l1-norm symmetric distribution
Year of publication: |
2010
|
---|---|
Authors: | Qu, Xiaomei ; Zhou, Jie ; Shen, Xiaojing |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 46.2010, 2, p. 406-414
|
Subject: | Multivariate Verteilung | Multivariate distribution | Schätztheorie | Estimation theory | Statistische Verteilung | Statistical distribution |
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