Nonparametric estimation of the tree structure of a nested Archimedean copula (Q1623404): Difference between revisions

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Latest revision as of 20:53, 18 April 2024

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Nonparametric estimation of the tree structure of a nested Archimedean copula
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    Nonparametric estimation of the tree structure of a nested Archimedean copula (English)
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    23 November 2018
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    Archimedean copula
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    dependence
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    nested Archimedean copula
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    hierarchical Archimedean copula
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    rooted tree
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    subtree
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    Kendall distribution
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    fan
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    triple
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    nonparametric inference
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