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1204.2410
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Densities of nested Archimedean copulas
11 April 2012
Marius Hofert
David Pham
TPM
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Papers citing
"Densities of nested 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
Likelihood inference for Archimedean copulas
Marius Hofert
M. Machler
A. McNeil
54
148
0
30 Aug 2011
1
