HACopula

swMATH32758MaRDI QIDQ44469FDOQ44469

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Source code repository: https://github.com/gorecki/HACopula

Cited In (3)

• Outer power transformations of hierarchical Archimedean copulas: construction, sampling and estimation
• Kendall's tau and agglomerative clustering for structure determination of hierarchical Archimedean copulas
• On structure, family and parameter estimation of hierarchical Archimedean copulas

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