JOURNAL ARTICLE
Semiparametric bivariate Archimedean copulas
José Miguel Hernández-LobatoAlberto Suárez
Year: 2011 Journal: Computational Statistics & Data Analysis Vol: 55 (6)Pages: 2038-2058 Publisher: Elsevier BV
Keywords:
Copula (linguistics) Overfitting Parametric statistics Mathematics Estimator Bivariate analysis Semiparametric model Semiparametric regression Econometrics Parametric model Applied mathematics Computer science Statistics Artificial intelligence Artificial neural network
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8
Cited By
1.35
FWCI (Field Weighted Citation Impact)
60
Refs
0.86
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Is in top 1%
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Citation History
Topics
Financial Risk and Volatility Modeling
Social Sciences → Economics, Econometrics and Finance → Finance
Hydrology and Drought Analysis
Physical Sciences → Environmental Science → Global and Planetary Change
Bayesian Methods and Mixture Models
Physical Sciences → Computer Science → Artificial Intelligence
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