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| DC Field | Value | Language |
|---|---|---|
| dc.contributor.author | Fatah Ben Atia | - |
| dc.date.accessioned | 2014-04-18T16:35:43Z | - |
| dc.date.available | 2014-04-18T16:35:43Z | - |
| dc.date.issued | 2014-04-18 | - |
| dc.identifier.uri | http://archives.univ-biskra.dz/handle/123456789/2364 | - |
| dc.description.abstract | Abstract: 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 : http://pinguim.uma.pt/Investigacao/Ccm/icsaa11/page7/page7.html | en_US |
| dc.language.iso | en | en_US |
| dc.subject | L-moments; Copulas, Dependence, Concordance measures; Semipara- metric estimation. | en_US |
| dc.title | A semiparametric estimation procedure for multi-parameter Archimedean copulas based on L-moments method | en_US |
| dc.type | Article | en_US |
| Appears in Collections: | Communications Internationales | |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| A semiparametric estimation procedure for multi-parameter.pdf | 50,42 kB | Adobe PDF | View/Open |
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