Comparison of semiparametric and parametric methods for estimating copulas

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

Original language	English
Pages (from-to)	2836 - 2850
Number of pages	15
Journal	Computational Statistics and Data Analysis
Volume	51
Issue number	6
Publication status	Published - 2007

Cite this

@article{709a2a093ff049a38eada4111e70b512,

title = "Comparison of semiparametric and parametric methods for estimating copulas",

author = "Gunky Kim and Silvapulle, {Mervyn Joseph} and Paramsothy Silvapulle",

year = "2007",

language = "English",

volume = "51",

pages = "2836 -- 2850",

journal = "Computational Statistics and Data Analysis",

issn = "0167-9473",

publisher = "Elsevier BV",

number = "6",

}