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 , Portfolio management , Pseudo maximum likelihood
Journal title
Computational Statistics and Data Analysis
Serial Year
2007
Journal title
Computational Statistics and Data Analysis
Record number
308175
Link To Document