Nonparametric estimation of conditional Archimedean copula

Lambert, Philippe

Nonparametric estimation of conditional Archimedean copula

Lambert, Philippe

(2012) 27th International Workshop on Statistical Modelling — Location: Prague, Czech Republic (16.July.2012)

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Lambert, PhilippeUCLouvain
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UCLouvainSSH/LIDAM/ISBA - Institut de Statistique, Biostatistique et Sciences Actuarielles

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Lambert, P. (2012). Nonparametric estimation of conditional Archimedean copula. 27th International Workshop on Statistical Modelling, Prague, Czech Republic. https://hdl.handle.net/2078.5/206930