On the structure and estimation of hierarchical Archimedean copulas (Q528182)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: On the structure and estimation of hierarchical Archimedean copulas |
scientific article; zbMATH DE number 6714830
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | On the structure and estimation of hierarchical Archimedean copulas |
scientific article; zbMATH DE number 6714830 |
Statements
On the structure and estimation of hierarchical Archimedean copulas (English)
0 references
12 May 2017
0 references
hierarchical Archimedean copula
0 references
multivariate distribution
0 references
density estimation
0 references
asymptotic theory
0 references
0 references
0 references
0 references
0 references
0.98108375
0 references
0 references
0.9592714
0 references
0 references
0.9416956
0 references
0.9321812
0 references
0.92929065
0 references
0.9252004
0 references
0.9248207
0 references
