Title of article :
Comparison of semiparametric and parametric methods for estimating copulas
Author/Authors :
Gunky Kim، نويسنده , , Mervyn J. Silvapulle، نويسنده , , Paramsothy Silvapulle، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2007
Pages :
15
From page :
2836
To page :
2850
Keywords :
Canonical maximum likelihood , Dependence , Inference function for margins , Pseudo maximum likelihood , Portfolio management
Journal title :
Computational Statistics and Data Analysis
Serial Year :
2007
Journal title :
Computational Statistics and Data Analysis
Record number :
145273
Link To Document :
https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=145273
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