On the construction of nested Archimedean copulas for \(d\)-monotone generators (Q893902)
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scientific article; zbMATH DE number 6512828
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the construction of nested Archimedean copulas for \(d\)-monotone generators |
scientific article; zbMATH DE number 6512828 |
Statements
On the construction of nested Archimedean copulas for \(d\)-monotone generators (English)
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23 November 2015
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generator derivatives
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likelihood-based inference
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nested Archimedean copula
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\(d\)-monotone
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Williamson \(d\)-transforms
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0.90960574
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0.9034154
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0.89649695
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0.89547706
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0.8917769
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0.88860804
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0.88696873
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0.88623285
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