Nonparametric estimation of the tree structure of a nested Archimedean copula (Q1623404)
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scientific article; zbMATH DE number 6983899
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| English | Nonparametric estimation of the tree structure of a nested Archimedean copula |
scientific article; zbMATH DE number 6983899 |
Statements
Nonparametric estimation of the tree structure of a nested Archimedean copula (English)
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23 November 2018
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Archimedean copula
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dependence
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nested Archimedean copula
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hierarchical Archimedean copula
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rooted tree
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subtree
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Kendall distribution
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fan
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triple
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nonparametric inference
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0.8637915849685669
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0.8412104845046997
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0.7941835522651672
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0.7823235988616943
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0.7624821662902832
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