On the structure and estimation of hierarchical Archimedean copulas (Q528182): Difference between revisions

@@ Property / author @@
+Ostap Okhrin
@@ Property / author: Ostap Okhrin / rank @@
+Normal rank
@@ Property / author @@
+Yarema Okhrin
@@ Property / author: Yarema Okhrin / rank @@
+Normal rank
@@ Property / author @@
+Wolfgang Schmid
@@ Property / author: Wolfgang Schmid / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+H05
@@ Property / Mathematics Subject Classification ID: 62H05 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+H12
@@ Property / Mathematics Subject Classification ID: 62H12 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+P20
@@ Property / Mathematics Subject Classification ID: 62P20 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6714830
@@ Property / zbMATH DE Number: 6714830 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+hierarchical Archimedean copula
@@ Property / zbMATH Keywords: hierarchical Archimedean copula / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+multivariate distribution
@@ Property / zbMATH Keywords: multivariate distribution / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+density estimation
@@ Property / zbMATH Keywords: density estimation / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+asymptotic theory
@@ Property / zbMATH Keywords: asymptotic theory / rank @@
+Normal rank

Revision as of 07:10, 1 July 2023