Hierarchical Kendall copulas: Properties and inference
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Publication:5413640
DOI10.1002/CJS.11204zbMath1349.62172arXiv1202.1998OpenAlexW2150576268MaRDI QIDQ5413640
Publication date: 30 April 2014
Full work available at URL: https://arxiv.org/abs/1202.1998
Applications of statistics to actuarial sciences and financial mathematics (62P05) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Sampling theory, sample surveys (62D05) Characterization and structure theory of statistical distributions (62E10)
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Uses Software
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