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Estimation procedures for exchangeable Marshall copulas with hydrological application
Journal article   Open access  Peer reviewed

Estimation procedures for exchangeable Marshall copulas with hydrological application

Fabrizio Durante and Ostap Okhrin
Stochastic Environmental Research and Risk Assessment, Vol.29(1), pp.205-226
29
2015
Handle:
https://hdl.handle.net/10863/11116

Abstract

Quantitative methods and economic modeling Computational statistics Statistical estimation Copulas Quantitative risk management
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url
http://link.springer.com/article/10.1007/s00477-014-0866-7View

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