Likelihood inference for Archimedean copulas in high dimensions under known margins

Marius Hofert, Martin Mächler, Alexander J. McNeil. Likelihood inference for Archimedean copulas in high dimensions under known margins. J. Multivariate Analysis, 110:133-150, 2012. [doi]

Authors

Marius Hofert

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Martin Mächler

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Alexander J. McNeil

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