一类光滑的、可能数据自适应的非参数Copula估计量,包含经验Beta Copula
A class of smooth, possibly data-adaptive nonparametric copula estimators containing the empirical beta copula
Journal of Multivariate Analysis · 2023
被引 4
ABS 3
- Ivan Kojadinovic 通讯
- Bingqing Yi
计量经济学非参数统计Copula理论金融统计