Composite Bernstein copulas
Jingping Yang, Zhijin Chen, Fang Wang and Ruodu Wang
| Year of publication: |
2015
|
|---|---|
| Authors: | Yang, Jingping ; Chen, Zhijin ; Wang, Fang ; Wang, Ruodu |
| Published in: |
Astin bulletin : the journal of the International Actuarial Association. - Cambridge : Cambridge University Press, ISSN 0515-0361, ZDB-ID 419201-1. - Vol. 45.2015, 2, p. 445-475
|
| Subject: | Composite Bernstein copula | copula construction | tail dependence | non-parametric estimation | Multivariate Verteilung | Multivariate distribution | Nichtparametrisches Verfahren | Nonparametric statistics | Statistische Verteilung | Statistical distribution | Schätztheorie | Estimation theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011312277