Hierarchical Archimedean copula models for the analysis of binary familial data
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Cites work
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- An introduction to copulas. Properties and applications
- Constructing hierarchical archimedean copulas with Lévy subordinators
- Copulae in mathematical and quantitative finance. Proceedings of the workshop, Cracow, Poland, July 10--11, 2012
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- Estimation of copula-based semiparametric time series models
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- Hierarchies of Archimedean copulas
- scientific article; zbMATH DE number 3163305 (Why is no real title available?)
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- scientific article; zbMATH DE number 1484400 (Why is no real title available?)
- Multivariate probit analysis of binary familial data using stochastic representations
- On the structure and estimation of hierarchical Archimedean copulas
- Sampling Archimedean copulas
- Sampling from Archimedean copulas
- Sampling nested Archimedean copulas
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