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]
@article{HofertMM12, title = {Likelihood inference for Archimedean copulas in high dimensions under known margins}, author = {Marius Hofert and Martin Mächler and Alexander J. McNeil}, year = {2012}, doi = {10.1016/j.jmva.2012.02.019}, url = {http://dx.doi.org/10.1016/j.jmva.2012.02.019}, researchr = {https://researchr.org/publication/HofertMM12}, cites = {0}, citedby = {0}, journal = {J. Multivariate Analysis}, volume = {110}, pages = {133-150}, }