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Penalized estimation of hierarchical Archimedean copula - MaRDI portal

Penalized estimation of hierarchical Archimedean copula (Q6200950)

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scientific article; zbMATH DE number 7823271
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English
Penalized estimation of hierarchical Archimedean copula
scientific article; zbMATH DE number 7823271

    Statements

    title
    Penalized estimation of hierarchical Archimedean copula (English)
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    author
    Ostap Okhrin
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    Alexander Ristig
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    publication date
    25 March 2024
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    zbMATH Keywords
    hierarchical Archimedean copula
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    maximum likelihood estimation
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    stage-wise estimation
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    cites work
    Q4219536
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    Q4864293
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    Identifiers

    Mathematics Subject Classification ID
    62Hxx
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    62G07
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    62H12
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    zbMATH DE Number
    7823271
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    OpenAlex ID
    W4389109962
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