Moment-based estimation of extendible Marshall-Olkin copulas

Christian Hering () and Jan-Frederik Mai ()

Metrika: International Journal for Theoretical and Applied Statistics, 2012, vol. 75, issue 5, 620 pages

Keywords: Asymptotic normality; Parameter estimation; Minimum distance (search for similar items in EconPapers)
Date: 2012
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Citations: View citations in EconPapers (6)

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DOI: 10.1007/s00184-011-0344-x

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