Sciweavers

2 search results - page 1 / 1
» From Archimedean to Liouville copulas
Sort
View
MA
2010
Springer
143views Communications» more  MA 2010»
13 years 3 months ago
From Archimedean to Liouville copulas
We use a recent characterization of the d-dimensional Archimedean copulas as the survival copulas of d-dimensional simplex distributions (McNeil and Neˇslehov´a (2009)) to const...
Alexander J. McNeil, Johanna Neslehová
CSDA
2007
104views more  CSDA 2007»
13 years 4 months ago
Archimedean copula estimation using Bayesian splines smoothing techniques
Copulas enable to specify multivariate distributions with given marginals.Various parametric proposals were made in the literature for these quantities, mainly in the bivariate ca...
Philippe Lambert