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Moment-based estimation of extendible Marshall-Olkin copulas

Christian Hering () and Jan-Frederik Mai ()

Metrika, 2012, vol. 75, issue 5, pages 601-620

Keywords: Asymptotic normality; Parameter estimation; Minimum distance (search for similar items in EconPapers)
Date: 2012
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Handle: RePEc:spr:metrik:v:75:y:2012:i:5:p:601-620