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Comments on: Inference in multivariate Archimedean copula models

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  • Philippe Lambert

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  • Philippe Lambert, 2011. "Comments on: Inference in multivariate Archimedean copula models," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 20(2), pages 284-286, August.
    • Handle: RePEc:spr:testjl:v:20:y:2011:i:2:p:284-286
    DOI: 10.1007/s11749-011-0256-0
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    References listed on IDEAS

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    1. Lambert, Philippe & Eilers, Paul H.C., 2009. "Bayesian density estimation from grouped continuous data," Computational Statistics & Data Analysis, Elsevier, vol. 53(4), pages 1388-1399, February.
    2. Lambert, Philippe, 2011. "Smooth semiparametric and nonparametric Bayesian estimation of bivariate densities from bivariate histogram data," LIDAM Reprints ISBA 2011005, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
    3. Lambert, Philippe, 2007. "Archimedean copula estimation using Bayesian splines smoothing techniques," Computational Statistics & Data Analysis, Elsevier, vol. 51(12), pages 6307-6320, August.
    4. Lambert, Philippe, 2011. "Smooth semiparametric and nonparametric Bayesian estimation of bivariate densities from bivariate histogram data," Computational Statistics & Data Analysis, Elsevier, vol. 55(1), pages 429-445, January.
    5. McNeil, Alexander J. & Neslehová, Johanna, 2010. "From Archimedean to Liouville copulas," Journal of Multivariate Analysis, Elsevier, vol. 101(8), pages 1772-1790, September.
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