Inference for overparametrized hierarchical Archimedean copulas

DOI10.1016/J.JMVA.2025.105483MaRDI QIDQ6924023zbMATH OpenFDO

Authors Samuel Perreault, Yanbo Tang, Ruyi Pan, N. Reid

Publication date 30 September 2025

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

zbMATH Keywords

likelihood inferencedependence modelinghierarchical Archimedean copulasnonstandard conditions

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Estimation in multivariate analysis (62H12)

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