HACopula

MaRDI QIDQ44469swMATHFDO

Official website https://github.com/gorecki/HACopula

Source code repository https://github.com/gorecki/HACopula

Cited in

(6)

• Outer power transformations of hierarchical Archimedean copulas: construction, sampling and estimation
• nacopula
• HAC
• OctSymPy
• On structure, family and parameter estimation of hierarchical Archimedean copulas
• Kendall's tau and agglomerative clustering for structure determination of hierarchical Archimedean copulas

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