Hierarchical Archimax copulas (Q1661344)
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scientific article; zbMATH DE number 6919551
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Hierarchical Archimax copulas |
scientific article; zbMATH DE number 6919551 |
Statements
Hierarchical Archimax copulas (English)
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16 August 2018
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Archimax copulas
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hierarchical frailties
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hierarchical stable tail dependence functions
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nesting
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0.9558586
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0.95537484
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0.95433503
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0.93049556
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0.9218973
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0.9149871
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0.8956123
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