Hierarchical Archimedean copulas

DOI10.1007/978-3-031-56337-9MaRDI QIDQ6540564zbMATH OpenFDO

Authors Jan Górecki, Ostap Okhrin

Publication date 16 May 2024

Published in SpringerBriefs in Applied Statistics and Econometrics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-031-56337-9

Mathematics Subject Classification ID

Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01) Software, source code, etc. for problems pertaining to statistics (62-04) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Applications of statistics to economics (62P20)

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