On the structure and estimation of hierarchical Archimedean copulas (Q528182)

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On the structure and estimation of hierarchical Archimedean copulas
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    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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