CUED Publications database

Semiparametric bivariate Archimedean copulas

Hernandez-Lobato, JM and Suarez, A (2011) Semiparametric bivariate Archimedean copulas. COMPUT STAT DATA AN, 55. pp. 2038-2058. ISSN 0167-9473

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Item Type: Article
Uncontrolled Keywords: Archimedean copulas Natural cubic splines Semiparametric dependence model Tail dependence Regular variation KERNEL DENSITY-ESTIMATION MODEL SELECTION DEPENDENCE DISTRIBUTIONS SPLINES
Divisions: Div F > Computational and Biological Learning
Depositing User: Cron Job
Date Deposited: 17 Jul 2017 19:30
Last Modified: 15 Sep 2020 05:23
DOI: 10.1016/j.csda.2011.01.018