On the structure and estimation of hierarchical Archimedean copulas (Q528182)
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scientific article; zbMATH DE number 6714830
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the structure and estimation of hierarchical Archimedean copulas |
scientific article; zbMATH DE number 6714830 |
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On the structure and estimation of hierarchical Archimedean copulas (English)
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12 May 2017
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hierarchical Archimedean copula
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multivariate distribution
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density estimation
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asymptotic theory
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0.98108375
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0.9592714
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0.9416956
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0.9321812
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0.92929065
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0.9252004
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0.9248207
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