Pages that link to "Item:Q1643026"
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The following pages link to On the estimation of nested Archimedean copulas: a theoretical and an experimental comparison (Q1643026):
Displaying 5 items.
- Hierarchical Archimedean copulas through multivariate compound distributions (Q147461) (← links)
- Kendall's tau and agglomerative clustering for structure determination of hierarchical Archimedean copulas (Q1616350) (← links)
- Composite likelihood estimation method for hierarchical Archimedean copulas defined with multivariate compound distributions (Q2001086) (← links)
- Simulation algorithms for hierarchical Archimedean copulas beyond the completely monotone case (Q2178938) (← links)
- On structure, family and parameter estimation of hierarchical Archimedean copulas (Q5107001) (← links)
