Composite likelihood estimation method for hierarchical Archimedean copulas defined with multivariate compound distributions (Q2001086)
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scientific article; zbMATH DE number 7075379
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| English | Composite likelihood estimation method for hierarchical Archimedean copulas defined with multivariate compound distributions |
scientific article; zbMATH DE number 7075379 |
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Composite likelihood estimation method for hierarchical Archimedean copulas defined with multivariate compound distributions (English)
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2 July 2019
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composite likelihood estimation
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hierarchical Archimedean copulas
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statistical collapsing strategy
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tree structure determination
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0.87379390001297
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0.818650484085083
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0.8121031522750854
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0.7941835522651672
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0.7813904285430908
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