Talk on "Non parametric estimation of Archimedean copulas and tail dependence" - Archive ouverte HAL Access content directly
Conference Papers Year : 2015

Talk on "Non parametric estimation of Archimedean copulas and tail dependence"

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hal-02047658 , version 1 (25-02-2019)

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  • HAL Id : hal-02047658 , version 1

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Didier Rullière. Talk on "Non parametric estimation of Archimedean copulas and tail dependence": based on a joint work with Elena Di Bernardino (hal-00834000v3). Séminaire CNAM, Feb 2015, Paris, France. ⟨hal-02047658⟩
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