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dc.contributor.authorFatah Ben Atia-
dc.description.abstractAbstract: A new semi parametric estimation method for multi-parameters Archimedean cop- ulas based on the L-moments theory is proposed. Consistency and asymptotic normality of the defined estimator are established. Extensive simulation study to compare estimators based on the L-moments, the maximum likelihood and the measures of concordance is carried out. This method is quick and does not use the density function and therefore no boundary problems arise. Link :
dc.subjectL-moments; Copulas, Dependence, Concordance measures; Semipara- metric estimation.en_US
dc.titleA semiparametric estimation procedure for multi-parameter Archimedean copulas based on L-moments methoden_US
Appears in Collections:Communications Internationales

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