Analysis of multidimensional probability distributions with copula functions. II
Year of publication: |
2011
|
---|---|
Authors: | Fantazzini, Dean |
Published in: |
Applied Econometrics. - Publishing House "SINERGIA PRESS". - Vol. 23.2011, 3, p. 98-132
|
Publisher: |
Publishing House "SINERGIA PRESS" |
Subject: | pair copula | D-vines | canonical vines | measure of dependence | tail dependence | rank correlation | maximum likelihood method | one-step ML | two-step ML | canonical ML | three-stage KME–CML method | semi-parametric and nonparametric methods of statistical estimation |
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