Composite likelihood estimation method for hierarchical Archimedean copulas defined with multivariate compound distributions (Q2001086): Difference between revisions

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Revision as of 18:03, 19 July 2024

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Composite likelihood estimation method for hierarchical Archimedean copulas defined with multivariate compound distributions
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    Composite likelihood estimation method for hierarchical Archimedean copulas defined with multivariate compound distributions (English)
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    2 July 2019
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    composite likelihood estimation
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    hierarchical Archimedean copulas
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    statistical collapsing strategy
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    tree structure determination
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