Pages that link to "Item:Q1623404"
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The following pages link to Nonparametric estimation of the tree structure of a nested Archimedean copula (Q1623404):
Displaying 11 items.
- Hierarchical Archimedean copulas through multivariate compound distributions (Q147461) (← links)
- Outer power transformations of hierarchical Archimedean copulas: construction, sampling and estimation (Q829744) (← links)
- Kendall's tau and agglomerative clustering for structure determination of hierarchical Archimedean copulas (Q1616350) (← links)
- On the estimation of nested Archimedean copulas: a theoretical and an experimental comparison (Q1643026) (← links)
- Composite likelihood estimation method for hierarchical Archimedean copulas defined with multivariate compound distributions (Q2001086) (← links)
- The finite sample properties of sparse M-estimators with pseudo-observations (Q2075446) (← links)
- Simulation algorithms for hierarchical Archimedean copulas beyond the completely monotone case (Q2178938) (← links)
- Bayesian Model Averaging Over Tree-based Dependence Structures for Multivariate Extremes (Q3391465) (← links)
- On structure, family and parameter estimation of hierarchical Archimedean copulas (Q5107001) (← links)
- Penalized estimation of hierarchical Archimedean copula (Q6200950) (← links)
- Copula modeling from Abe Sklar to the present day (Q6200955) (← links)
