Pages that link to "Item:Q528182"
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The following pages link to On the structure and estimation of hierarchical Archimedean copulas (Q528182):
Displaying 48 items.
- Hierarchical Archimedean copulas through multivariate compound distributions (Q147461) (← links)
- Flexible pair-copula estimation in D-vines using bivariate penalized splines (Q261005) (← links)
- Estimation of high-order moment-independent importance measures for Shapley value analysis (Q821916) (← links)
- Hierarchical copulas with Archimedean blocks and asymmetric between-block pairs (Q829708) (← 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)
- Nonparametric estimation of the tree structure of a nested Archimedean copula (Q1623404) (← links)
- De copulis non est disputandum. Copulae: an overview (Q1635006) (← links)
- On the estimation of nested Archimedean copulas: a theoretical and an experimental comparison (Q1643026) (← links)
- Asymmetry in tail dependence in equity portfolios (Q1659125) (← links)
- Estimation of hierarchical Archimedean copulas as a shortest path problem (Q1668652) (← links)
- Testing for structural breaks in factor copula models (Q1739863) (← links)
- Detection of block-exchangeable structure in large-scale correlation matrices (Q1755136) (← links)
- Composite likelihood estimation method for hierarchical Archimedean copulas defined with multivariate compound distributions (Q2001086) (← links)
- Multivariate patchwork copulas: a unified approach with applications to partial comonotonicity (Q2015661) (← links)
- Hierarchical time series clustering on tail dependence with linkage based on a multivariate copula approach (Q2060787) (← links)
- The finite sample properties of sparse M-estimators with pseudo-observations (Q2075446) (← links)
- New perspectives on knockoffs construction (Q2095099) (← links)
- The general tail dependence function in the Marshall-Olkin and other parametric copula models with an application to financial time series (Q2135592) (← links)
- A goodness-of-fit test based on Kendall's process: Durante's bivariate copula models (Q2138264) (← links)
- Simulation algorithms for hierarchical Archimedean copulas beyond the completely monotone case (Q2178938) (← links)
- Risk aggregation in non-life insurance: standard models vs. internal models (Q2212172) (← links)
- A Bayesian hierarchical copula model (Q2219218) (← links)
- Detecting departures from meta-ellipticity for multivariate stationary time series (Q2236384) (← links)
- Construction and sampling of Archimedean and nested Archimedean Lévy copulas (Q2350047) (← links)
- Modeling multivariate extreme events using self-exciting point processes (Q2511798) (← links)
- Clustering of time series via non-parametric tail dependence estimation (Q2516622) (← links)
- HMM and HAC (Q2805807) (← links)
- GOODNESS-OF-FIT TESTS FOR MULTIVARIATE COPULA-BASED TIME SERIES MODELS (Q2986521) (← links)
- Fitting High-Dimensional Copulae to Data (Q3112470) (← links)
- Bayesian Model Averaging Over Tree-based Dependence Structures for Multivariate Extremes (Q3391465) (← links)
- HIDDEN MARKOV STRUCTURES FOR DYNAMIC COPULAE (Q3453247) (← links)
- SPATIAL DEPENDENCE AND AGGREGATION IN WEATHER RISK HEDGING: A LÉVY SUBORDINATED HIERARCHICAL ARCHIMEDEAN COPULAS (LSHAC) APPROACH (Q4562955) (← links)
- MODELING DEPENDENCE BETWEEN LOSS TRIANGLES WITH HIERARCHICAL ARCHIMEDEAN COPULAS (Q4563750) (← links)
- A multivariate volatility vine copula model (Q5034252) (← links)
- Vulnerability-CoVaR: investigating the crypto-market (Q5039634) (← links)
- On structure, family and parameter estimation of hierarchical Archimedean copulas (Q5107001) (← links)
- Do stock returns have an Archimedean copula? (Q5129070) (← links)
- Pairwise and Global Dependence in Trivariate Copula Models (Q5227381) (← links)
- Hierarchical Kendall copulas: Properties and inference (Q5413640) (← links)
- Modeling cause-of-death mortality using hierarchical Archimedean copula (Q5743530) (← links)
- Copula sensitivity analysis for portfolio credit derivatives (Q6167430) (← links)
- Penalized estimation of hierarchical Archimedean copula (Q6200950) (← links)
- Copula modeling from Abe Sklar to the present day (Q6200955) (← links)
- Solving Estimating Equations With Copulas (Q6567910) (← links)
- Portfolio credit risk with Archimedean copulas: asymptotic analysis and efficient simulation (Q6596951) (← links)
- Copulae: an overview and recent developments (Q6602358) (← links)
- Transformation-Kernel Estimation of Copula Densities (Q6626292) (← links)
