On structure, family and parameter estimation of hierarchical Archimedean copulas (Q5107001)
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scientific article; zbMATH DE number 7192120
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On structure, family and parameter estimation of hierarchical Archimedean copulas |
scientific article; zbMATH DE number 7192120 |
Statements
On structure, family and parameter estimation of hierarchical Archimedean copulas (English)
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22 April 2020
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hierarchical Archimedean copula
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copula estimation
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structure determination
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goodness-of-fit
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