Estimation procedures for exchangeable Marshall copulas with hydrological application

Research output: Other contribution › Other › Contributed › peer-review

Contributors

Details

Original languageEnglish
Number of pages22
Publication statusPublished - 2014
Peer-reviewedYes
No renderer: customAssociatesEventsRenderPortal,dk.atira.pure.api.shared.model.researchoutput.OtherContribution

External IDs

Scopus 84911381254

Keywords

Keywords

  • Copula, Non-parametric estimation, Risk management, Kendall distribution, Marshall– Olkin distribution