搜索结果: 1-1 共查到“管理学 Archimedean copulas”相关记录1条 . 查询时间(0.054 秒)
Estimators for Archimedean copulas in high dimensions: A comparison
Archimedean copulas parameter estimation Kendall’s tau Blomqvist’s beta minimum distance estimators (diagonal/simulated) maximum-likelihood estimation.
2012/9/19
The performance of known and new parametric estimators for Archimedean copulas is investigated, with special focus on large dimensions. In particular,method-of-moments-like estimators based on pairwis...