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Issue Date
Title
Author(s)
11-Apr-2013
Copula Representation of Bivariate L-Moments: A New Estimation Method for Multiparameter 2-Dimensional Copula Models
Brahimi Brahim
;
Fateh Chebana
;
Necir Abdelhakim
11-Apr-2014
A semiparametric estimation procedure for multi-parameter Archimedean copulas based on the L-moments method
Fateh Benatia
;
Brahim Brahimi
;
Abdelhakim Necir
Discover
Author
1
Abdelhakim Necir
1
Brahim Brahimi
1
Brahimi Brahim
1
Fateh Benatia
1
Fateh Chebana
1
Necir Abdelhakim
Subject
2
Dependence
1
Archimedean copulas
1
Concordance measures
1
FGM copulas
1
L-moments
1
Multivariate L-moments
1
Parametric estimation
1
Semiparametric estimation
Date issued
1
2014
1
2013