Pages that link to "Item:Q5300812"

The following pages link to A stochastic representation and sampling algorithm for nested Archimedean copulas (Q5300812):

Displaying 16 items.

• Hierarchical Archimedean copulas through multivariate compound distributions (Q147461) (← links)
• Densities of nested Archimedean copulas (Q391619) (← links)
• Likelihood inference for Archimedean copulas in high dimensions under known margins (Q443788) (← links)
• On the structure and estimation of hierarchical Archimedean copulas (Q528182) (← links)
• Outer power transformations of hierarchical Archimedean copulas: construction, sampling and estimation (Q829744) (← links)
• On the construction of nested Archimedean copulas for \(d\)-monotone generators (Q893902) (← links)
• Uncertainty quantification for the family-wise error rate in multivariate copula models (Q1621987) (← links)
• Multinomial choice models based on Archimedean copulas (Q1622078) (← links)
• Nonparametric estimation of the tree structure of a nested Archimedean copula (Q1623404) (← links)
• Hierarchical Archimax copulas (Q1661344) (← links)
• Dependent risk models with Archimedean copulas: a computational strategy based on common mixtures and applications (Q1697215) (← links)
• A framework for measuring association of random vectors via collapsed random variables (Q2001082) (← links)
• Simulation algorithms for hierarchical Archimedean copulas beyond the completely monotone case (Q2178938) (← links)
• A nested copula duration model for competing risks with multiple spells (Q2189606) (← links)
• Construction and sampling of Archimedean and nested Archimedean Lévy copulas (Q2350047) (← links)
• COMPATIBILITY AND ATTAINABILITY OF MATRICES OF CORRELATION-BASED MEASURES OF CONCORDANCE (Q4972128) (← links)