On the structure and estimation of hierarchical Archimedean copulas
Ostap Okhrin; Yarema Okhrin; Wolfgang Schmid
| Year of publication: |
2013
|
|---|---|
| Authors: | Okhrin, Ostap ; Okhrin, Yarema ; Schmid, Wolfgang |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 173.2013, 2, p. 189-204
|
| Subject: | Multivariate Verteilung | Multivariate distribution | Schätztheorie | Estimation theory | Statistische Verteilung | Statistical distribution | Schätzung | Estimation | Multivariate Analyse | Multivariate analysis |
| 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/10009711709