Comparison of semiparametric and parametric methods for estimating copulas
| Year of publication: |
2007
|
|---|---|
| Authors: | Kim, Gunky ; Silvapulle, Mervyn J. ; Silvapulle, Paramsothy |
| Published in: |
Computational Statistics & Data Analysis. - Elsevier, ISSN 0167-9473. - Vol. 51.2007, 6, p. 2836-2850
|
| Publisher: |
Elsevier |