Likelihood inference for Archimedean copulas

30 August 2011

Papers citing "Likelihood inference for Archimedean copulas"

2 / 2 papers shown

Title
Estimators for Archimedean copulas in high dimensions Marius Hofert M. Maechler A. McNeil 47 19 0 06 Jul 2012
$Multivariate Archimedean copulas, $d$-monotone functions and $\ell_1$-norm symmetric distributions$ Multivariate Archimedean copulas, $d$ -monotone functions and $\ell_1$ -norm symmetric distributions A. McNeil Johanna G. Nevslehová 84 705 0 26 Aug 2009