Comparison of three semiparametric methods for estimating dependence parameters in copula models
| Year of publication: |
2010
|
|---|---|
| Authors: | Kojadinovic, Ivan ; Yan, Jun |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : North Holland Publ. Co, ISSN 0167-6687, ZDB-ID 8864x. - Vol. 47.2010, 1, p. 52-64
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