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Items where Author is "Penev, S."

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Article

Dimitrova, D. S., Kaishev, V. K. and Penev, S. (2008). GeD spline estimation of multivariate Archimedean copulas. Computational Statistics & Data Analysis, 52(7), pp. 3570-3582. doi: 10.1016/j.csda.2007.11.010

Working Paper

Dimitrova, D. S., Kaishev, V. K. and Penev, S. (2007). GeD spline estimation of multivariate Archimedean copulas (Actuarial Research Paper No. 179). London, UK: Faculty of Actuarial Science & Insurance, City University London.

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