Moment-based estimation of extendible Marshall-Olkin copulas
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Bibliographic InfoArticle provided by Springer in its journal Metrika.
Volume (Year): 75 (2012)
Issue (Month): 5 (July)
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Web page: http://www.springerlink.com/link.asp?id=102509
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- Ruiz-Rivas, Carmen & Cuadras, Carles M., 1988. "Inference properties of a one-parameter curved exponential family of distributions with given marginals," Journal of Multivariate Analysis, Elsevier, vol. 27(2), pages 447-456, November.
- Kundu, Debasis & Dey, Arabin Kumar, 2009. "Estimating the parameters of the Marshall-Olkin bivariate Weibull distribution by EM algorithm," Computational Statistics & Data Analysis, Elsevier, vol. 53(4), pages 956-965, February.
- G. Heinrich & U. Jensen, 1995. "Parameter estimation for a bivariate lifetime distribution in reliability with multivariate extensions," Metrika, Springer, vol. 42(1), pages 49-65, December.
- Fabrizio Durante & Ostap Okhrin, 2014. "Estimation procedures for exchangeable Marshall copulas with hydrological application," SFB 649 Discussion Papers SFB649DP2014-014, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
- Baglioni, Angelo & Cherubini, Umberto, 2013. "Within and between systemic country risk. Theory and evidence from the sovereign crisis in Europe," Journal of Economic Dynamics and Control, Elsevier, vol. 37(8), pages 1581-1597.
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