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person:"Fantazzini, Dean"
~isPartOf:"Astin bulletin : the journal of the International Actuarial Association"
~person:"Smith, Michael S."
~person:"Wu, Ximing"
~person:"Yang, Jingping"
~subject:"Schätztheorie"
~type_genre:"Aufsatz in Zeitschrift"
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Schätztheorie
Composite Bernstein copula
1
Estimation theory
1
Multivariate Verteilung
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Multivariate distribution
1
Nichtparametrisches Verfahren
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Nonparametric statistics
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Statistical distribution
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Statistische Verteilung
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copula construction
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non-parametric estimation
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tail dependence
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Fantazzini, Dean
Smith, Michael S.
Wu, Ximing
Yang, Jingping
Chen, Zhijin
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Hofert, Marius
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Koike, Takaaki
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Astin bulletin : the journal of the International Actuarial Association
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Econometric reviews
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Energy economics
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Mathematical finance : an international journal of mathematics, statistics and financial economics
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Composite Bernstein copulas
Yang, Jingping
;
Chen, Zhijin
;
Wang, Fang
;
Wang, Ruodu
- In:
Astin bulletin : the journal of the International …
45
(
2015
)
2
,
pp. 445-475
Persistent link: https://www.econbiz.de/10011312277
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