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Identifiability and estimation of meta-elliptical copula generators
23 June 2021
A. Derumigny
J. Fermanian
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Papers citing
"Identifiability and estimation of meta-elliptical copula generators"
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Title
On the choice of the two tuning parameters for nonparametric estimation of an elliptical distribution generator
Victor Ryan
Alexis Derumigny
26
0
0
30 Aug 2024
Inference for heavy-tailed data with Gaussian dependence
Bikramjit Das
76
1
0
09 May 2023
1
