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Hierarchical Archimedean copulas

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Publication:6540564
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DOI10.1007/978-3-031-56337-9zbMATH Open1541.62001MaRDI QIDQ6540564FDOQ6540564


Authors: Jan Górecki, Ostap Okhrin Edit this on Wikidata


Publication date: 16 May 2024

Published in: SpringerBriefs in Applied Statistics and Econometrics (Search for Journal in Brave)





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Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Software, source code, etc. for problems pertaining to statistics (62-04) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01)







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