"Likelihood inference for Archimedean copulas in high dimensions under ..."

Marius Hofert, Martin Mächler, Alexander J. McNeil (2012)

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DOI: 10.1016/J.JMVA.2012.02.019

access: open

type: Journal Article

metadata version: 2024-08-04

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Marius Hofert, Martin Mächler, Alexander J. McNeil:
Likelihood inference for Archimedean copulas in high dimensions under known margins. J. Multivar. Anal. 110: 133-150 (2012)

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