Pages that link to "Item:Q621757"
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The following pages link to Modeling defaults with nested Archimedean copulas (Q621757):
Displaying 9 items.
- Modeling defaults with nested Archimedean copulas (Q621757) (← links)
- Nonparametric estimation of the tree structure of a nested Archimedean copula (Q1623404) (← links)
- Quasi-random numbers for copula models (Q2361476) (← links)
- A note on upper-patched generators for Archimedean copulas (Q4578048) (← links)
- COMPATIBILITY AND ATTAINABILITY OF MATRICES OF CORRELATION-BASED MEASURES OF CONCORDANCE (Q4972128) (← links)
- Parametric Modeling of Sparse Random Trees Using 3D Copulas (Q5256323) (← links)
- A stochastic representation and sampling algorithm for nested Archimedean copulas (Q5300812) (← links)
- Hierarchical Kendall copulas: Properties and inference (Q5413640) (← links)
- Comments on: Inference in multivariate Archimedean copula models (Q5970326) (← links)