Hierarchical copulas with Archimedean blocks and asymmetric between-block pairs

Recommendations

Hierarchical Archimedean copulas through multivariate compound distributions
On the structure and estimation of hierarchical Archimedean copulas
Hierarchical Archimax copulas
Constructing hierarchical archimedean copulas with Lévy subordinators
Simulation algorithms for hierarchical Archimedean copulas beyond the completely monotone case

Cites work

scientific article; zbMATH DE number 5849508 (Why is no real title available?)
scientific article; zbMATH DE number 3163305 (Why is no real title available?)
scientific article; zbMATH DE number 4201232 (Why is no real title available?)
scientific article; zbMATH DE number 4100431 (Why is no real title available?)
scientific article; zbMATH DE number 1134711 (Why is no real title available?)
scientific article; zbMATH DE number 3340881 (Why is no real title available?)
scientific article; zbMATH DE number 3349081 (Why is no real title available?)
A composite likelihood approach to multivariate survival data
A note on composite likelihood inference and model selection
A probabilistic interpretation of complete monotonicity
A serially correlated gamma frailty model for longitudinal count data
An introduction to copulas.
Analyzing dependent data with vine copulas. A practical guide with R
Assessing and Modeling Asymmetry in Bivariate Continuous Data
Bivariate distributions with given extreme value attractor
Composite likelihood estimation in multivariate data analysis
Composite likelihood estimation method for hierarchical Archimedean copulas defined with multivariate compound distributions
Constructing hierarchical archimedean copulas with Lévy subordinators
Construction of asymmetric multivariate copulas
Copules archimédiennes et families de lois bidimensionnelles dont les marges sont données
Dependence modeling with copulas
Detection of block-exchangeable structure in large-scale correlation matrices
Efficiently sampling nested Archimedean copulas
Extremal attractors of Liouville copulas
Families of Multivariate Distributions
Finding Groups in Data
From Archimedean to Liouville copulas
Graphical and formal statistical tools for the symmetry of bivariate copulas
Hierarchical Archimax copulas
Hierarchical Archimedean copulas through multivariate compound distributions
Hierarchies of Archimedean copulas
Likelihood inference for Archimedean copulas in high dimensions under known margins
Lévy Processes and Stochastic Calculus
Marshall-Olkin Laplace transform copulas of multivariate gamma distributions
Multilevel modeling of insurance claims using copulas
Multivariate Archimax copulas
On structure, family and parameter estimation of hierarchical Archimedean copulas
On the structure and estimation of hierarchical Archimedean copulas
Quantitative risk management. Concepts, techniques and tools
Sampling Archimedean copulas
Sampling exponentially tilted stable distributions
Sampling nested Archimedean copulas
Tests of symmetry for bivariate copulas
Vines -- a new graphical model for dependent random variables.
\(d\)-dimensional dependence functions and Archimax copulas

Cited in

(9)

Sampling from hierarchical Kendall copulas
Constructing hierarchical archimedean copulas with Lévy subordinators
Hierarchical Archimax copulas
Hierarchical Kendall copulas: properties and inference
Composite likelihood estimation method for hierarchical Archimedean copulas defined with multivariate compound distributions
A new method to construct high-dimensional copulas with Bernoulli and Coxian-2 distributions
Properties of hierarchical Archimedean copulas
Hierarchical Archimedean copulas through multivariate compound distributions
On the structure and estimation of hierarchical Archimedean copulas

Describes a project that uses

Uses Software

CopulaModel
QRM

This page was built for publication: Hierarchical copulas with Archimedean blocks and asymmetric between-block pairs

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q829708)