Derivatives and Fisher information of bivariate copulas
By Ulf Schepsmeier, Jakob Stöber. 2014
78 citations recorded by the source corpus.
Subfields: Economics and Econometrics, Finance
View Paper: https://www.semanticscholar.org/paper/50d28ff441521c38788020a9ca0e14f2c0cfea9d
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In Economics and Econometrics
In Finance
Citations in the corpus
- From Dependence to Causation (2016, background): “GENERATIVE DEPENDENCE 83 Schepsmeier and Stöber (2014) provide a collection of closed-form expressions for the partial derivatives of common bivariate parametric copulas.”