Likelihood inference for Archimedean copulas in high dimensions under known margins

Marius Hofert, Martin Mächler, Alexander J. Mcneil

Research output: Contribution to journal › Article › peer-review

Original language	English
Pages (from-to)	133-150
Journal	Journal of Multivariate Analysis
Volume	110
Issue number	special issue
DOIs	https://doi.org/10.1016/j.jmva.2012.02.019
Publication status	Published - Sept 2012

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title = "Likelihood inference for Archimedean copulas in high dimensions under known margins",

author = "Marius Hofert and Martin M{\"a}chler and Mcneil, {Alexander J.}",

year = "2012",

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doi = "10.1016/j.jmva.2012.02.019",

language = "English",

volume = "110",

pages = "133--150",

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publisher = "Academic Press Inc.",

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AU - Hofert, Marius

AU - Mächler, Martin

AU - Mcneil, Alexander J.

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