Kendall's tau and agglomerative clustering for structure determination of hierarchical Archimedean copulas (Q1616350)
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scientific article; zbMATH DE number 6970029
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Kendall's tau and agglomerative clustering for structure determination of hierarchical Archimedean copulas |
scientific article; zbMATH DE number 6970029 |
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Kendall's tau and agglomerative clustering for structure determination of hierarchical Archimedean copulas (English)
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1 November 2018
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structure determination
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agglomerative clustering
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Kendall's tau
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Archimedean copula
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