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

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