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Conference Papers Year : 2014

A flexible, tractable class of copulas and its estimation

Abstract

In this communication, we present a flexible and tractable class of copulas, and address its estimation through a weighted least squares estimator based on dependence coefficients
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Dates and versions

hal-01062481 , version 1 (09-09-2014)

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  • HAL Id : hal-01062481 , version 1

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Gildas Mazo, Stéphane Girard, Florence Forbes. A flexible, tractable class of copulas and its estimation. COMPSTAT 2014 - 21st International Conference on Computational Statistics, Aug 2014, Geneva, Switzerland. ⟨hal-01062481⟩
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