Generalized simulated method-of-moments estimators for multivariate copulas
Author:
Funder
Natural Sciences and Engineering Research Council of Canada
Publisher
Springer Science and Business Media LLC
Link
https://link.springer.com/content/pdf/10.1007/s00362-024-01574-w.pdf
Reference40 articles.
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2. Bahraoui T, Quessy J-F (2017) Tests of radial symmetry for multivariate copulas based on the copula characteristic function. Electron J Stat 11:2066–2096
3. Bárdossy A (2006) Copula-based geostatistical models for groundwater quality parameters. Water Resour Res 42:1–12
4. Biau G, Wegkamp M (2005) A note on minimum distance estimation of copula densities. Stat Probab Lett 73:105–114
5. Brahimi B, Necir A (2012) A semiparametric estimation of copula models based on the method of moments. Stat Methodol 9:467–477
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