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Archived publication

Parameter estimation for pair-copula constructions

Hobæk Haff, Ingrid

October 06, 2010


  • Filename: 5369/Hob_k_Haff_-_Parameter_estimation_for_pair-copula_constructions.pdf
  • Areas:
  • Keywords: Copulae, Efficiency, Empirical distribution functions, Hierarchical construction, Stepwise estimation, Vines
  • Page(s): 35
  • Name and number of project:
  • Title: Parameter estimation for pair-copula constructions
  • Author(s): Hobæk Haff, Ingrid
  • Report number: SAMBA/36/10
  • Published date: October 06, 2010


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Postal address: Norsk Regnesentral/Norwegian Computing Center, P.O. Box 114 Blindern, NO-0314 Oslo, Norway
Visit address: Norsk Regnesentral, Gaustadalleen 23a, Kristen Nygaards hus, NO-0373 Oslo.
Phone: (+47) 22 85 25 00
AddressHow to get to NR