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2014 | 192 | 101-114

Article title

Wybrane metody estymacji parametrów funkcji łączących


Title variants

Review of Chosen Methods of Copula Estimation

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In this paper we provide a brief survey of some parametric estimation procedures for copula models. We review approaches to inference on copulas for random samples with dependent marginals and we also discuss the issue of robustness of estimation methods. The methods were considered in the context of the presence of outliers.






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