On the estimation of nested Archimedean copulas: a theoretical and an experimental comparison (Q1643026)
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scientific article; zbMATH DE number 6890538
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the estimation of nested Archimedean copulas: a theoretical and an experimental comparison |
scientific article; zbMATH DE number 6890538 |
Statements
On the estimation of nested Archimedean copulas: a theoretical and an experimental comparison (English)
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18 June 2018
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hierarchical Archimedean copulas
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estimation
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hierarchical clustering
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rooted tree
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structure determination
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Kendall's tau
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phylogenetics
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