Pages that link to "Item:Q147461"

The following pages link to Hierarchical Archimedean copulas through multivariate compound distributions (Q147461):

Displaying 21 items.

• nCopula (Q147462) (← links)
• On the structure and estimation of hierarchical Archimedean copulas (Q528182) (← links)
• The dispersive effect of cross-aging with archimedean copulas (Q553098) (← links)
• Multivariate hierarchical copulas with shocks (Q607608) (← links)
• Hierarchical copulas with Archimedean blocks and asymmetric between-block pairs (Q829708) (← links)
• Constructing hierarchical archimedean copulas with Lévy subordinators (Q968494) (← links)
• Tails of multivariate Archimedean copulas (Q1021851) (← links)
• Hierarchical Archimax copulas (Q1661344) (← links)
• Estimation of hierarchical Archimedean copulas as a shortest path problem (Q1668652) (← links)
• Dependent risk models with Archimedean copulas: a computational strategy based on common mixtures and applications (Q1697215) (← links)
• Composite likelihood estimation method for hierarchical Archimedean copulas defined with multivariate compound distributions (Q2001086) (← links)
• On partially Schur-constant models and their associated copulas (Q2063746) (← links)
• Simulation algorithms for hierarchical Archimedean copulas beyond the completely monotone case (Q2178938) (← links)
• The infinite extendibility problem for exchangeable real-valued random vectors (Q2208476) (← links)
• A multivariate version of Williamson's theorem, \(\ell^1\)-symmetric survival functions, and generalized Archimedean copulas (Q2283655) (← links)
• A copula-based hierarchical hybrid loss distribution (Q2340429) (← links)
• Collective risk models with dependence (Q2421408) (← links)
• Multivariate Archimax copulas (Q2438634) (← links)
• Copula based hierarchical risk aggregation through sample reordering (Q2444712) (← links)
• Properties of hierarchical Archimedean copulas (Q4918190) (← links)
• Penalized estimation of hierarchical Archimedean copula (Q6200950) (← links)