Estimating Multivariate Archimedian Copulas

15 Jun 2017
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Updated 15 Jun 2017
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Hi there,
For my master thesis, I want to fit multivariate Archimedian Copulas(Frank, Gumbel, Clayton) to my data, but the build-in function copulafit supports only bivariate cases of the Archimedian Copulas. Does anyone know how I can fit multivariate Archimedian Copulas in Matlab?
Thanks in advance,
Cor

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Asked:

Cor van Loon
Cor van Loon
on 15 Jun 2017

Edited:

Cor van Loon
Cor van Loon
on 15 Jun 2017

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