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

From MaRDI portal
Set OpenAlex properties.
Importer (talk | contribs)
Changed an Item
 
Property / arXiv ID
 
Property / arXiv ID: 1304.1384 / rank
 
Normal rank

Latest revision as of 20:53, 18 April 2024

scientific article
Language Label Description Also known as
English
Nonparametric estimation of the tree structure of a nested Archimedean copula
scientific article

    Statements

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