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Estimators for Archimedean copulas in high dimensions
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Estimators for Archimedean copulas in high dimensions (2012)Estimators for Archimedean copulas in hig…Likelihood inference for Archimedean copulas in high dimensions under known margins (2012)Likelihood inference for Arch…Nested Archimedean Copulas MeetR: ThenacopulaPackage (2011)Nested Archimedean Copulas Me…Inference in multivariate Archimedean copula models (2011)Inference in multivariate Arc…Modeling Multivariate Distributions with Continuous Margins Using the copula R Package (2010)Modeling Multivariate Distrib…Multivariate Archimedean copulas, d-monotone functions and ℓ1-norm symmetric distributions (2009)Multivariate Archimedean copu…Hierarchies of Archimedean copulas (2009)Hierarchies of Archimedean co…Copula goodness-of-fit testing: an overview and power comparison (2009)Copula goodness-of-fit testin…Models for construction of multivariate dependence – a comparison study (2008)Models for construction of mu…The estimation of copulas : theory and practice (2007)The estimation of copulas : t…Goodness-of-fit tests for copulas: A review and a power study (2007)Goodness-of-fit tests for cop…Nonparametric inference on multivariate versions of Blomqvist’s beta and related measures of tail dependence (2006)Nonparametric inference on mu…Semiparametric estimation in copula models (2005)Semiparametric estimation in …An Introduction to Copulas (1999)An Introduction to CopulasA Semiparametric Estimation Procedure of Dependence Parameters in Multivariate Families of Distributions (1995)A Semiparametric Estimation P…Statistical Inference Procedures for Bivariate Archimedean Copulas (1993)Statistical Inference Procedu…On measures of concordance (1984)On measures of concordanceEverything You Always Wanted to Know about Copula Modeling but Were Afraid to Ask (2007)Multivariate multiparameter extreme value models and return periods: A copula approach (2010)Modeling Dependence with C- and D-Vine Copulas: The R Package CDVine (2013)A multivariate copula‐based framework for dealing with hazard scenarios and failure probabilities (2016)Life Table Methods for Heterogeneous Populations: Distributions Describing the Heterogeneity (1984)The Joy of Copulas: Bivariate Distributions with Uniform Marginals (1986)Bivariate Extreme Value Theory: Models and Estimation (1988)Pair-copula constructions of multiple dependence (2007)Copules archimédiennes et families de lois bidimensionnelles dont les marges sont données (1986)Copula Methods in Finance (2004)Global financial crisis, extreme interdependences, and contagion effects: The role of economic structure? (2010)A review of copula models for economic time series (2012)Probit transformation for nonparametric kernel estimation of the copula density (2017)Insurance: Mathematics and Economics (2004)Copula Methods for Forecasting Multivariate Time Series (2013)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Generalized autoregressive conditional heteroskedasticity (1986)Selecting and estimating regular vine copulae and application to financial returns (2012)Truncated regular vines in high dimensions with application to financial data (2012)Understanding Relationships Using Copulas (1998)Correlation and Dependence in Risk Management: Properties and Pitfalls (2002)Modelling Dependence with Copulas and Applications to Risk Management (2003)Quantitative Risk Management: Concepts, Techniques, and Tools (2005)Multivariate GARCH models: a survey (2006)Introductory Econometrics for Finance (2008)Tails of multivariate Archimedean copulas (2009)Multivariate Archimax copulas (2014)
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References

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  • 2006Nonparametric inference on multivariate versions of Blomqvist’s beta and related measures of tail dependence60 cited
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