A flexible, tractable class of copulas and its estimation
Résumé
In this communication, we present a flexible and tractable class of copulas, and address its estimation through a weighted least squares estimator based on dependence coefficients
Communication Dans Un Congrès
Année : 2014
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https://hal.science/hal-01062481
Soumis le : mardi 9 septembre 2014-19:26:34
Dernière modification le : samedi 27 septembre 2025-19:49:59
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- HAL Id : hal-01062481 , version 1
Citer
Gildas Mazo, Stéphane Girard, Florence Forbes. A flexible, tractable class of copulas and its estimation. COMPSTAT 2014 - 21st International Conference on Computational Statistics, Aug 2014, Geneva, Switzerland. ⟨hal-01062481⟩
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