HACopula
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Software:44469
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Source code repository: https://github.com/gorecki/HACopula
Related Items (3)
Kendall's tau and agglomerative clustering for structure determination of hierarchical Archimedean copulas ⋮ Outer power transformations of hierarchical Archimedean copulas: construction, sampling and estimation ⋮ On structure, family and parameter estimation of hierarchical Archimedean copulas
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