Outer power transformations of hierarchical Archimedean copulas: construction, sampling and estimation (Q829744)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Outer power transformations of hierarchical Archimedean copulas: construction, sampling and estimation |
scientific article |
Statements
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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