Composite likelihood estimation method for hierarchical Archimedean copulas defined with multivariate compound distributions (Q2001086)
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scientific article; zbMATH DE number 7075379
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Composite likelihood estimation method for hierarchical Archimedean copulas defined with multivariate compound distributions |
scientific article; zbMATH DE number 7075379 |
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Composite likelihood estimation method for hierarchical Archimedean copulas defined with multivariate compound distributions (English)
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2 July 2019
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composite likelihood estimation
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hierarchical Archimedean copulas
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statistical collapsing strategy
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tree structure determination
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