Outer power transformations of hierarchical Archimedean copulas: construction, sampling and estimation (Q829744): Difference between revisions
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Revision as of 03:51, 29 February 2024
scientific article
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| English | Outer power transformations of hierarchical Archimedean copulas: construction, sampling and estimation |
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Outer power transformations of hierarchical Archimedean copulas: construction, sampling and estimation (English)
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6 May 2021
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Archimedean generator
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outer power transformation
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sampling
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estimation
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tail dependence coefficients
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value at risk
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