ElliptCopulas: Inference of Elliptical Distributions and Copulas

A.F.F. Derumigny (Creator)
Jean David Fermanian (Contributor)
R.A.J. van der Spek (Contributor)
Victor Victor Ryan (Contributor)

Dataset

1 results

Filter

2022
Identifiability and estimation of meta-elliptical copula generators
Derumigny, A. & Fermanian, J. D., 2022, In: Journal of Multivariate Analysis. 190, 19 p., 104962.
Research output: Contribution to journal › Article › Scientific › peer-review

Open Access
File
4 Link opens in a new tab Citations (Scopus)

72 Downloads (Pure)