Copula model evaluation based on parametric bootstrap

Copula model evaluation based on parametric bootstrap

Aristidis K. Nikoloulopoulos, Dimitris Karlis
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Volume:
52
Year:
2008
Language:
english
Pages:
12
DOI:
10.1016/j.csda.2007.10.028
File:
PDF, 830 KB
english, 2008
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