Pages that link to "Item:Q968494"
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The following pages link to Constructing hierarchical archimedean copulas with Lévy subordinators (Q968494):
Displaying 20 items.
- Hierarchical Archimedean copulas through multivariate compound distributions (Q147461) (← links)
- Regional air quality conformity in transportation networks with stochastic dependencies: a theoretical copula-based model (Q264269) (← links)
- A review of copula models for economic time series (Q443763) (← links)
- \(H\)-extendible copulas (Q443789) (← links)
- Pricing distressed CDOs with stochastic recovery (Q541587) (← links)
- Hierarchical copulas with Archimedean blocks and asymmetric between-block pairs (Q829708) (← links)
- Nonparametric estimation of the tree structure of a nested Archimedean copula (Q1623404) (← links)
- Composite likelihood estimation method for hierarchical Archimedean copulas defined with multivariate compound distributions (Q2001086) (← links)
- Simulation algorithms for hierarchical Archimedean copulas beyond the completely monotone case (Q2178938) (← links)
- Copulas, stable tail dependence functions, and multivariate monotonicity (Q2178943) (← links)
- Research on CDS pricing model with endogenous recovery rate (Q2207878) (← links)
- The infinite extendibility problem for exchangeable real-valued random vectors (Q2208476) (← links)
- Clustering of time series via non-parametric tail dependence estimation (Q2516622) (← links)
- SPATIAL DEPENDENCE AND AGGREGATION IN WEATHER RISK HEDGING: A LÉVY SUBORDINATED HIERARCHICAL ARCHIMEDEAN COPULAS (LSHAC) APPROACH (Q4562955) (← links)
- Sampling Exchangeable and Hierarchical Marshall-Olkin Distributions (Q4921627) (← links)
- On structure, family and parameter estimation of hierarchical Archimedean copulas (Q5107001) (← links)
- A Compendium of Copulas (Q5162881) (← links)
- Quantifying the impact of different copulas in a generalized CreditRisk+ framework An empirical study (Q5417944) (← links)
- Modeling cause-of-death mortality using hierarchical Archimedean copula (Q5743530) (← links)
- Penalized estimation of hierarchical Archimedean copula (Q6200950) (← links)
