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Hierarchical Archimax copulas - MaRDI portal

Hierarchical Archimax copulas (Q1661344)

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English
Hierarchical Archimax copulas
scientific article

    Statements

    title
    Hierarchical Archimax copulas (English)
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    author
    Marius Hofert
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    Raphaël Huser
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    Avinash Prasad
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    publication date
    16 August 2018
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    zbMATH Keywords
    Archimax copulas
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    hierarchical frailties
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    hierarchical stable tail dependence functions
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    nesting
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    describes a project that uses
    copula
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    nacopula
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    copula
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    QRM
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    cites work
    Statistics of Extremes
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    Q5624436
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    Q5262079
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    Q4382161
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    Q5253267
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    Identifiers

    Mathematics Subject Classification ID
    62H05
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    60E05
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    62E15
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    zbMATH DE Number
    6919551
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    OpenAlex ID
    W2804987922
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    arXiv ID
    1707.00517
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