Nonparametric estimation of the tree structure of a nested Archimedean copula

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Publication:1623404

DOI10.1016/j.csda.2013.10.028zbMath1506.62163arXiv1304.1384OpenAlexW2117299503MaRDI QIDQ1623404

Nathan Uyttendaele, Johan Segers

Publication date: 23 November 2018

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1304.1384




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