Archived publication
Archived publication
Parameter estimation for pair-copula constructions
5369/Hob_k_Haff_-_Parameter_estimation_for_pair-copula_constructions.pdf
October 06, 2010
SAMBA
- Filename: 5369/Hob_k_Haff_-_Parameter_estimation_for_pair-copula_constructions.pdf
- Areas:
- Keywords: Copulae, Efficiency, Empirical distribution functions, Hierarchical construction, Stepwise estimation, Vines
- Page(s): 35
- Name and number of project:
- Title: Parameter estimation for pair-copula constructions
- Author(s): Hobæk Haff, Ingrid
- Report number: SAMBA/36/10
- Published date: October 06, 2010