Simplified Method of GED Distribution Parameters Estimation
نویسندگان
چکیده
منابع مشابه
GeD spline estimation of multivariate Archimedean copulas
A new multivariate Archimedean copula estimation method is proposed in a non-parametric setting. The method uses the so called Geometrically Designed splines (GeD splines), recently introduced by Kaishev et al. (2006 a,b) [10] and [11], to represent the cdf of a random variable Wθ, obtained through the probability integral transform of an Archimedean copula with parameter θ. Sufficient conditio...
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ژورنال
عنوان ژورنال: Folia Oeconomica Stetinensia
سال: 2012
ISSN: 1898-0198,1730-4237
DOI: 10.2478/v10031-011-0043-9