Pages that link to "Item:Q893902"
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The following pages link to On the construction of nested Archimedean copulas for \(d\)-monotone generators (Q893902):
Displaying 6 items.
- Outer power transformations of hierarchical Archimedean copulas: construction, sampling and estimation (Q829744) (← links)
- Kendall's tau and agglomerative clustering for structure determination of hierarchical Archimedean copulas (Q1616350) (← links)
- On the estimation of nested Archimedean copulas: a theoretical and an experimental comparison (Q1643026) (← links)
- Simulation algorithms for hierarchical Archimedean copulas beyond the completely monotone case (Q2178938) (← links)
- Copulas, stable tail dependence functions, and multivariate monotonicity (Q2178943) (← links)
- Penalized estimation of hierarchical Archimedean copula (Q6200950) (← links)
