Estimation procedures for exchangeable Marshall copulas with hydrological application
Year of publication: |
2014-01
|
---|---|
Authors: | Durante, Fabrizio ; Okhrin, Ostap |
Institutions: | Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät |
Subject: | Copula | Kendall distribution | Marshall-Olkin distribution | Non-parametric Estimation | Risk Management |
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