The following pages link to HAC (Q23146):
Displaying 8 items.
- (Q113126) (redirect page) (← links)
- Copula directed acyclic graphs (Q517376) (← links)
- Nonparametric estimation of the tree structure of a nested Archimedean copula (Q1623404) (← links)
- On the estimation of nested Archimedean copulas: a theoretical and an experimental comparison (Q1643026) (← links)
- Sequential Monte Carlo samplers for capital allocation under copula-dependent risk models (Q2347111) (← links)
- Fitting High-Dimensional Copulae to Data (Q3112470) (← links)
- Properties of hierarchical Archimedean copulas (Q4918190) (← links)
- Quantifying the impact of different copulas in a generalized CreditRisk+ framework An empirical study (Q5417944) (← links)
