Inference in multivariate Archimedean copula models

By Christian Genest, Johana Nešlehová, J. Ziegel. 2011

76 citations recorded by the source corpus.

Subfields: Artificial Intelligence, Finance, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/bc2f535b525e48198dac5ece6a6c7d2221d16999