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A Simple Estimator of  Two‐Dimensional Copulas, with Applications1
Anderson, Eddie; Prokhorov, Artem; Zhu, Yajing - In: Oxford Bulletin of Economics and Statistics 82 (2020) 6, pp. 1375-1412
Persistent link: https://www.econbiz.de/10012283287
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Generalized information matrix tests for copulas
Prokhorov, Artem; Schepsmeier, Ulf; Zhu, Yajing - In: Econometric reviews 38 (2019) 9, pp. 1024-1054
Persistent link: https://www.econbiz.de/10012181382