Moment-based estimation of extendible Marshall-Olkin copulas
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References listed on IDEAS
- 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.
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- Ying Li & Wei Gu & Weijia Cui & Zhiyun Chang & Yingjun Xu, 2015. "Exploration of copula function use in crop meteorological drought risk analysis: a case study of winter wheat in Beijing, China," Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards, Springer;International Society for the Prevention and Mitigation of Natural Hazards, vol. 77(2), pages 1289-1303, June.
- 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.
- 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.
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KeywordsAsymptotic normality; Parameter estimation; Minimum distance;
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