Densities of nested Archimedean copulas
Year of publication: |
2013
|
---|---|
Authors: | Hofert, Marius ; Pham, David |
Published in: |
Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 118.2013, C, p. 37-52
|
Publisher: |
Elsevier |
Subject: | Nested Archimedean copulas | Generator derivatives | Likelihood-based inference |
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