Nonparametric inference on Levy measures and copulas
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Publisher:
Year
: 2013DOI: 10.1214/13-AOS1116
Keyword(s): Copula,Levy copula,Levy measure,Levy process,nonparametric statistics,Pareto,weak convergence
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Nonparametric inference on Levy measures and copulas
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| contributor author | Bucher, Axel - Vetter, Mathias | |
| date accessioned | 2020-03-11T01:45:10Z | |
| date available | 2020-03-11T01:45:10Z | |
| date issued | 2013 | |
| identifier issn | 0090-5364 | |
| identifier other | euclid.aos.1375362557.pdf | |
| identifier uri | https://libsearch.um.ac.ir:443/fum/handle/fum/375348 | |
| format | general | |
| language | English | |
| publisher | The Institute of Mathematical Statistics | |
| title | Nonparametric inference on Levy measures and copulas | |
| type | Journal Paper | |
| contenttype | Metadata Only | |
| identifier padid | 2414143 | |
| subject keywords | Copula | |
| subject keywords | Levy copula | |
| subject keywords | Levy measure | |
| subject keywords | Levy process | |
| subject keywords | nonparametric statistics | |
| subject keywords | Pareto | |
| subject keywords | weak convergence | |
| identifier doi | 10.1214/13-AOS1116 | |
| journal title | The Annals of Statistics | |
| journal volume | 41 | |
| journal issue | 3 | |
| filesize | 1236124 | |
| citations | 2 |