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What is Non-Parametric Copula Estimation

Chapter 48
Encyclopedia of Business Analytics and Optimization
In the copula theory, this concept means that both the participating marginal distributions and the copula function are estimated non-parametrically.
Published in Chapter:
Copula-Based Multivariate Time Series Models
Iva Mihaylova (University of St. Gallen, Switzerland)
Copyright: © 2014 |Pages: 13
DOI: 10.4018/978-1-4666-5202-6.ch048
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