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 10 items.
- Hierarchical Archimedean copulas through multivariate compound distributions (Q147461) (← links)
- On the structure and estimation of hierarchical Archimedean copulas (Q528182) (← 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)
- Estimation of hierarchical Archimedean copulas as a shortest path problem (Q1668652) (← 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)
- Estimating Archimedean copulas in high dimensions (Q2914946) (← links)
- On structure, family and parameter estimation of hierarchical Archimedean copulas (Q5107001) (← links)
- (Q5262079) (← links)