Likelihood inference for Archimedean copulas in high dimensions under known margins

Marius Hofert, Martin Mächler, Alexander J. Mcneil

Research output: Contribution to journalArticlepeer-review

78 Citations (Scopus)
Original languageEnglish
Pages (from-to)133-150
JournalJournal of Multivariate Analysis
Volume110
Issue numberspecial issue
DOIs
Publication statusPublished - Sep 2012

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