Hierarchical copulas with Archimedean blocks and asymmetric between-block pairs (Q829708)
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scientific article; zbMATH DE number 7345033
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| English | Hierarchical copulas with Archimedean blocks and asymmetric between-block pairs |
scientific article; zbMATH DE number 7345033 |
Statements
Hierarchical copulas with Archimedean blocks and asymmetric between-block pairs (English)
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6 May 2021
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hierarchical copulas
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asymmetric pair-copulas
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Archimedean copulas
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composite likelihood estimation
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block-exchangeability
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partitioning around mdoids
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0.8465867638587952
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0.8430849313735962
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0.8359736204147339
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0.8349572420120239
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