A Simple Estimator of Two‐Dimensional Copulas, with Applications1
Year of publication: |
2020
|
---|---|
Authors: | Anderson, Eddie ; Prokhorov, Artem ; Zhu, Yajing |
Published in: |
Oxford Bulletin of Economics and Statistics. - Wiley, ISSN 1468-0084, ZDB-ID 1473788-7. - Vol. 82.2020, 6 (05.05.), p. 1375-1412
|
Publisher: |
Wiley |
Saved in:
Online Resource
Saved in favorites
Similar items by person
-
Generalized information matrix tests for copulas
Prokhorov, Artem, (2019)
-
Zhu, Yajing, (2020)
-
Gierl, Heribert, (2009)
- More ...