On the estimation of nested Archimedean copulas: a theoretical and an experimental comparison (Q1643026): Difference between revisions

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Revision as of 04:10, 5 March 2024

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On the estimation of nested Archimedean copulas: a theoretical and an experimental comparison
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    On the estimation of nested Archimedean copulas: a theoretical and an experimental comparison (English)
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    18 June 2018
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    hierarchical Archimedean copulas
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    estimation
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    hierarchical clustering
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    rooted tree
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    structure determination
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    Kendall's tau
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    phylogenetics
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