GeD spline estimation of multivariate Archimedean copulas.

Dimitrina S. Dimitrova Vladimir K. Kaishev Spiridon I. Penev

Published in: Comput. Stat. Data Anal. (2008)

Keyphrases

dependence structure
curve fitting
least squares
multiresolution
estimation accuracy
multivariate data
parameter estimation
maximum likelihood estimation
estimation algorithm
accurate estimation
spline interpolation