On the structure and estimation of hierarchical Archimedean copulas (Q528182)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the structure and estimation of hierarchical Archimedean copulas |
scientific article |
Statements
On the structure and estimation of hierarchical Archimedean copulas (English)
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12 May 2017
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hierarchical Archimedean copula
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multivariate distribution
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density estimation
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asymptotic theory
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