Identifiability and estimation of meta-elliptical copula generators
A Derumigny, JD Fermanian - Journal of Multivariate Analysis, 2022 - Elsevier
… Several nonparametric estimators of g are then proposed, by M-estimation, simulation-based inference, or by an iterative procedure available in the R package ElliptCopulas. Some …
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… Several nonparametric estimators of g are then proposed, by M-estimation, simulation-based inference, or by an iterative procedure available in the R package ElliptCopulas. Some …