Weighted least-squares inference for multivariate copulas based on dependence coefficients

Author: Mazo Gildas   Girard Stéphane   Forbes Florence  

Publisher: Edp Sciences

E-ISSN: 1262-3318|19|issue|746-765

ISSN: 1292-8100

Source: ESAIM: Probability and Statistics, Vol.19, Iss.issue, 2015-12, pp. : 746-765

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Abstract