Hierarchical Archimedean copulas

DOI10.1007/978-3-031-56337-9MaRDI QIDQ6540564zbMATH OpenFDO

Authors Jan Górecki, Ostap Okhrin

Publication date 16 May 2024

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

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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