Pages that link to "Item:Q4918190"

The following pages link to Properties of hierarchical Archimedean copulas (Q4918190):

Displaying 22 items.

• On the structure and estimation of hierarchical Archimedean copulas (Q528182) (← links)
• Estimation of high-order moment-independent importance measures for Shapley value analysis (Q821916) (← links)
• Outer power transformations of hierarchical Archimedean copulas: construction, sampling and estimation (Q829744) (← links)
• Multinomial choice models based on Archimedean copulas (Q1622078) (← 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)
• Modeling the dependence of losses of a financial portfolio using nested Archimedean copulas (Q1980361) (← links)
• Composite likelihood estimation method for hierarchical Archimedean copulas defined with multivariate compound distributions (Q2001086) (← links)
• Modelling mortality dependence: an application of dynamic vine copula (Q2038244) (← links)
• The finite sample properties of sparse M-estimators with pseudo-observations (Q2075446) (← links)
• A Bayesian hierarchical copula model (Q2219218) (← links)
• Penalized marginal likelihood estimation of finite mixtures of Archimedean copulas (Q2259718) (← links)
• Copula based flexible modeling of associations between clustered event times (Q2398456) (← links)
• Portfolio optimization for inventory financing: copula-based approaches (Q2669576) (← links)
• Flexible Copula Density Estimation with Penalized Hierarchical B-splines (Q2868861) (← links)
• Fitting High-Dimensional Copulae to Data (Q3112470) (← links)
• Bayesian Model Averaging Over Tree-based Dependence Structures for Multivariate Extremes (Q3391465) (← links)
• Quantifying the impact of different copulas in a generalized CreditRisk+ framework An empirical study (Q5417944) (← links)
• Multivariate tail dependence and local stochastic dominance (Q6200941) (← links)
• Penalized estimation of hierarchical Archimedean copula (Q6200950) (← links)
• Copula modeling from Abe Sklar to the present day (Q6200955) (← links)
• Copulae: an overview and recent developments (Q6602358) (← links)