On a Simple Method of Multivariate Distribution Estimation Defined by Copula

The International Conference Modelling of Business, Industry and Transport Systems 2008
Aleksandrs Andronovs

A simple method of multivariate distribution estimation defined by copula is supposed

Keywords
Multivariate distribution, copula, estimation

Andronovs, A. On a Simple Method of Multivariate Distribution Estimation Defined by Copula. In: The International Conference Modelling of Business, Industry and Transport Systems, Latvia, Riga, 7-10 May, 2008. Riga: Transport and Communication Institute, 2008, pp.233-241.

Publication language
English (en)