Likelihood inference for Archimedean copulas in high dimensions under known margins

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",

month = sep,

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

language = "English",

volume = "110",

pages = "133--150",

journal = "Journal of Multivariate Analysis",

issn = "0047-259X",

publisher = "Academic Press Inc.",

number = "special issue",

}

TY - JOUR

T1 - Likelihood inference for Archimedean copulas in high dimensions under known margins

AU - Hofert, Marius

AU - Mächler, Martin

AU - Mcneil, Alexander J.

PY - 2012/9

Y1 - 2012/9

U2 - 10.1016/j.jmva.2012.02.019

DO - 10.1016/j.jmva.2012.02.019

M3 - Article

SN - 0047-259X

VL - 110

SP - 133

EP - 150

JO - Journal of Multivariate Analysis

JF - Journal of Multivariate Analysis

IS - special issue

ER -