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Estimating Multivariate Archimedian Copulas

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Cor van Loon
Cor van Loon am 15 Jun. 2017
Bearbeitet: Cor van Loon am 15 Jun. 2017
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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