Kendall's tau and agglomerative clustering for structure determination of hierarchical Archimedean copulas (Q1616350)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Kendall's tau and agglomerative clustering for structure determination of hierarchical Archimedean copulas |
scientific article |
Statements
Kendall's tau and agglomerative clustering for structure determination of hierarchical Archimedean copulas (English)
0 references
1 November 2018
0 references
structure determination
0 references
agglomerative clustering
0 references
Kendall's tau
0 references
Archimedean copula
0 references
0 references
