On structure, family and parameter estimation of hierarchical Archimedean copulas
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Publication:5107001
DOI10.1080/00949655.2017.1365148OpenAlexW2558095799MaRDI QIDQ5107001
Martin Holeňa, Marius Hofert, Jan Górecki
Publication date: 22 April 2020
Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1611.09225
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Cites Work
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