Sampling nested Archimedean copulas
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Cited in
(93)- Tails of multivariate Archimedean copulas
- Sampling Archimedean copulas
- Hierarchical Archimedean copulas through multivariate compound distributions
- Kendall's tau and agglomerative clustering for structure determination of hierarchical Archimedean copulas
- Nonparametric estimation of the tree structure of a nested Archimedean copula
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- On the estimation of nested Archimedean copulas: a theoretical and an experimental comparison
- Hierarchical Archimax copulas
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- Dependent risk models with Archimedean copulas: a computational strategy based on common mixtures and applications
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- Modeling the dependence of losses of a financial portfolio using nested Archimedean copulas
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- Construction and sampling of Archimedean and nested Archimedean Lévy copulas
- Rank-based methods for modeling dependence between loss triangles
- Kendall's tau for hierarchical data
- Sampling a survival and conditional class of Archimedean processes
- Hierarchical structures in the aggregation of premium risk for insurance underwriting
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- Efficiently sampling nested Archimedean copulas
- Spatial dependence and aggregation in weather risk hedging: a Lévy subordinated hierarchical Archimedean copulas (LSHAC) approach
- A note on upper-patched generators for Archimedean copulas
- Sampling from Archimedean copulas
- Properties of hierarchical Archimedean copulas
- Sampling exchangeable and hierarchical Marshall-Olkin distributions
- COMPATIBILITY AND ATTAINABILITY OF MATRICES OF CORRELATION-BASED MEASURES OF CONCORDANCE
- Estimation of copula-based models for lifetime medical costs
- Quasi-Random Sampling for Multivariate Distributions via Generative Neural Networks
- Sampling from Archimedean n-copulas
- Matching a correlation coefficient by a Gaussian copula
- On structure, family and parameter estimation of hierarchical Archimedean copulas
- A compendium of copulas
- On a construction of multivariate distributions given some multidimensional marginals
- Sampling from hierarchical Kendall copulas
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- A stochastic representation and sampling algorithm for nested Archimedean copulas
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- Modeling defaults with nested Archimedean copulas
- Semi-parametric estimation of system reliability for multicomponent stress-strength model under hierarchical Archimedean copulas
- Modeling portfolio loss dependence using Fréchet distribution and nested Clayton copulas
- Power calculation for cross-sectional stepped wedge cluster randomized trials with a time-to-event endpoint
- Inference for overparametrized hierarchical Archimedean copulas
- Sampling from conditional distributions of simplified vines
- Copula hidden Markov model with unknown number of states
- Time-varying hierarchical Archimedean copulas: a non-parametric approach
- Hierarchical Archimedean copula models for the analysis of binary familial data
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- From Archimedean to Liouville copulas
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