A semiparametric estimation of copula models based on the method of moments-Reference-Cited by-同舟云学术

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A semiparametric estimation of copula models based on the method of moments

Published:2012-07 Issue:4 Volume:9 Page:467-477
ISSN:1572-3127
Container-title:Statistical Methodology
language:en
Short-container-title:Statistical Methodology

Author:

Brahimi Brahim,Necir Abdelhakim

Publisher

Elsevier BV

Subject

Statistics and Probability

Reference16 articles.

1. Efficient and Adaptive Estimation for Semiparametric Models;Bickel,1993

2. Copula methods in finance;Cherubini,2004

3. La fonction de dépendance empirique et ses propriétés;Deheuvels;Acad. Roy. Belg. Bull. Cl. Sci.,1979

4. Frank’s family of bivariate distributions;Genest;Biometrika,1987

5. A semiparametric estimation procedure of dependence parameters in multivariate families of distributions;Genest;Biometrika,1995

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