Pages that link to "Item:Q2001086"
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The following pages link to Composite likelihood estimation method for hierarchical Archimedean copulas defined with multivariate compound distributions (Q2001086):
Displaying 8 items.
- Hierarchical Archimedean copulas through multivariate compound distributions (Q147461) (← 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)
- On the estimation of nested Archimedean copulas: a theoretical and an experimental comparison (Q1643026) (← links)
- Editorial for the special issue on dependence models (Q2001080) (← links)
- Extremes and regular variation (Q2080146) (← links)