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

Full text not available from this repository.
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: 22 May 2018 07:29