Penalized estimation of hierarchical Archimedean copula (Q6200950)
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scientific article; zbMATH DE number 7823271
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Penalized estimation of hierarchical Archimedean copula |
scientific article; zbMATH DE number 7823271 |
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Penalized estimation of hierarchical Archimedean copula (English)
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25 March 2024
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hierarchical Archimedean copula
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maximum likelihood estimation
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stage-wise estimation
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