Abstract : 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
https://hal.archives-ouvertes.fr/hal-01062481 Contributor : Gildas MazoConnect in order to contact the contributor Submitted on : Tuesday, September 9, 2014 - 7:26:34 PM Last modification on : Tuesday, October 19, 2021 - 11:13:08 PM
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⟩