Outer power transformations of hierarchical Archimedean copulas: construction, sampling and estimation (Q829744): Difference between revisions

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-.1016/j.csda.2020.107109
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+On tail dependence coefficients of transformed multivariate Archimedean copulas
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+Bivariate distributions with given extreme value attractor
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+Multivariate Archimax copulas
@@ Property / cites work: Multivariate Archimax copulas / rank @@
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+Composite likelihood estimation method for hierarchical Archimedean copulas defined with multivariate compound distributions
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+Goodness-of-fit tests for copulas: A review and a power study
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+Statistical Inference Procedures for Bivariate Archimedean Copulas
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+Kendall's tau and agglomerative clustering for structure determination of hierarchical Archimedean copulas
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+On structure, family and parameter estimation of hierarchical Archimedean copulas
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+Efficiently sampling nested Archimedean copulas
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+A stochastic representation and sampling algorithm for nested Archimedean copulas
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+CDO pricing with nested Archimedean copulas
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+Q4382161
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+Dependence Modeling with Copulas
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+A probabilistic interpretation of complete monotonicity
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+Families of Multivariate Distributions
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+Sampling nested Archimedean copulas
@@ Property / cites work: Sampling nested Archimedean copulas / rank @@
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+Q5253267
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+Multivariate Archimedean copulas, \(d\)-monotone functions and \(\ell _{1}\)-norm symmetric distributions
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+An introduction to copulas.
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+On the structure and estimation of hierarchical Archimedean copulas
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+Properties of hierarchical Archimedean copulas
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+Homogeneous distributions -- and a spectral representation of classical mean values and stable tail dependence functions
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+On the construction of nested Archimedean copulas for \(d\)-monotone generators
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+Non-parametric Estimation of Tail Dependence
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+Nonparametric estimation of the tree structure of a nested Archimedean copula
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+.1016/J.CSDA.2020.107109
@@ Property / DOI: 10.1016/J.CSDA.2020.107109 / rank @@
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+Publication:829744