Comparison of semiparametric and parametric methods for estimating copulas

Gunky Kim, Mervyn J. Silvapulle, Paramsothy Silvapulle. Comparison of semiparametric and parametric methods for estimating copulas. Computational Statistics & Data Analysis, 51(6):2836-2850, 2007. [doi]

Authors

Gunky Kim

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Mervyn J. Silvapulle

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Paramsothy Silvapulle

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