Estimation procedures for exchangeable Marshall copulas with hydrological application
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References listed on IDEAS
- Di Bernardino Elena & Rullière Didier, 2013.
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Cuadras, Carles M., 2015. "Contributions to the diagonal expansion of a bivariate copula with continuous extensions," Journal of Multivariate Analysis, Elsevier, vol. 139(C), pages 28-44.
- Alghalith, Moawia, 2016. "Novel and simple non-parametric methods of estimating the joint and marginal densities," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 454(C), pages 94-98.
- Alghalith, Moawia, 2017. "A new parametric method of estimating the joint probability density," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 471(C), pages 799-803.
More about this item
KeywordsCopula; Kendall distribution; Marshall-Olkin distribution; Non-parametric Estimation; Risk Management;
- C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General
- C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2014-02-08 (All new papers)
- NEP-DCM-2014-02-08 (Discrete Choice Models)
- NEP-ECM-2014-02-08 (Econometrics)
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