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"Comparison of semiparametric and parametric methods for estimating copulas."

Gunky Kim, Mervyn J. Silvapulle, Paramsothy Silvapulle (2007)

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DOI: 10.1016/J.CSDA.2006.10.009

access: closed

type: Journal Article

metadata version: 2020-02-18

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Gunky Kim, Mervyn J. Silvapulle, Paramsothy Silvapulle:
Comparison of semiparametric and parametric methods for estimating copulas. Comput. Stat. Data Anal. 51(6): 2836-2850 (2007)

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