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

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-.1016/j.csda.2013.10.028
@@ Property / DOI: 10.1016/j.csda.2013.10.028 / rank @@
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+nacopula
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+.1384
@@ Property / arXiv ID: 1304.1384 / rank @@
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@@ Property / cites work @@
+On Kendall's process
@@ Property / cites work: On Kendall's process / rank @@
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@@ Property / cites work @@
+Inference in multivariate Archimedean copula models
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@@ Property / cites work @@
+On the multivariate probability integral transformation
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@@ Property / cites work @@
+Statistical Inference Procedures for Bivariate Archimedean Copulas
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@@ Property / cites work @@
+Constructing hierarchical archimedean copulas with Lévy subordinators
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@@ Property / cites work @@
+Modeling defaults with nested Archimedean copulas
@@ Property / cites work: Modeling defaults with nested Archimedean copulas / rank @@
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@@ Property / cites work @@
+Sampling Archimedean copulas
@@ Property / cites work: Sampling Archimedean copulas / rank @@
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@@ Property / cites work @@
+Efficiently sampling nested Archimedean copulas
@@ Property / cites work: Efficiently sampling nested Archimedean copulas / rank @@
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@@ Property / cites work @@
+A stochastic representation and sampling algorithm for nested Archimedean copulas
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@@ Property / cites work @@
+Densities of nested Archimedean copulas
@@ Property / cites work: Densities of nested Archimedean copulas / rank @@
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@@ Property / cites work @@
+Q4382161
@@ Property / cites work: Q4382161 / rank @@
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@@ Property / cites work @@
+Sampling nested Archimedean copulas
@@ Property / cites work: Sampling nested Archimedean copulas / rank @@
+Normal rank
@@ Property / cites work @@
+Multivariate Archimedean copulas, \(d\)-monotone functions and \(\ell _{1}\)-norm symmetric distributions
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@@ Property / cites work @@
+Kendall distribution functions.
@@ Property / cites work: Kendall distribution functions. / rank @@
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@@ Property / cites work @@
+Reconstruction of rooted trees from subtrees
@@ Property / cites work: Reconstruction of rooted trees from subtrees / rank @@
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@@ Property / cites work @@
+On the structure and estimation of hierarchical Archimedean copulas
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@@ Property / cites work @@
+Properties of hierarchical Archimedean copulas
@@ Property / cites work: Properties of hierarchical Archimedean copulas / rank @@
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@@ Property / DOI @@
+.1016/J.CSDA.2013.10.028
@@ Property / DOI: 10.1016/J.CSDA.2013.10.028 / rank @@
+Normal rank