On the construction of nested Archimedean copulas for d-monotone generators
DOI10.1016/J.SPL.2015.03.001zbMATH Open1328.62316OpenAlexW2008383133MaRDI QIDQ893902FDOQ893902
Publication date: 23 November 2015
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2015.03.001
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Cites Work
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- Stochastic comparison of lifetimes of two \((n - k + 1)\)-out-of-\(n\) systems with heterogeneous dependent components
- Prehistory of Faà  di Bruno's Formula
- Densities of nested Archimedean copulas
- Multivariate Aging with Archimedean Dependence Structures in High Dimensions
- On the joint asymptotic behavior of two rank-based estimators of the association parameter in the gamma frailty model
Cited In (9)
- On Generators in Archimedean Copulas
- Outer power transformations of hierarchical Archimedean copulas: construction, sampling and estimation
- On the estimation of nested Archimedean copulas: a theoretical and an experimental comparison
- Kendall's tau and agglomerative clustering for structure determination of hierarchical Archimedean copulas
- Copulas, stable tail dependence functions, and multivariate monotonicity
- Penalized estimation of hierarchical Archimedean copula
- Simulation algorithms for hierarchical Archimedean copulas beyond the completely monotone case
- On structure, family and parameter estimation of hierarchical Archimedean copulas
- On properties of progressively Type-II censored conditionally N-ordered statistics arising from a non-identical and dependent random vector
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