The following pages link to Hierarchical Archimax copulas (Q1661344):
Displaying 16 items.
- Hierarchical Archimedean copulas through multivariate compound distributions (Q147461) (← links)
- On the structure and estimation of hierarchical Archimedean copulas (Q528182) (← 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)
- Constructing hierarchical archimedean copulas with Lévy subordinators (Q968494) (← 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)
- Stochastic decomposition for \(\ell_p\)-norm symmetric survival functions on the positive orthant (Q2034475) (← links)
- Simulation algorithms for hierarchical Archimedean copulas beyond the completely monotone case (Q2178938) (← links)
- Hierarchical Archimedean dependence in common shock models (Q2241502) (← links)
- A copula-based hierarchical hybrid loss distribution (Q2340429) (← links)
- Multivariate Archimax copulas (Q2438634) (← links)
- \(d\)-dimensional dependence functions and Archimax copulas (Q2445563) (← links)
- Properties of hierarchical Archimedean copulas (Q4918190) (← links)
- A likelihood for correlated extreme series (Q6626077) (← links)
- Pair programming with ChatGPT for sampling and estimation of copulas (Q6661264) (← links)