Efficient Estimation of Semiparametric Multivariate Copula Models
| Year of publication: |
2006
|
|---|---|
| Authors: | Chen, Xiaohong ; Fan, Yanqin ; Tsyrennikov, Viktor |
| Published in: |
Journal of the American Statistical Association. - American Statistical Association. - Vol. 101.2006, September, p. 1228-1240
|
| Publisher: |
American Statistical Association |
| Extent: | application/pdf |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005238638