On the estimation of nested Archimedean copulas: a theoretical and an experimental comparison
type: Item
instance of: scholarly article
title: On the estimation of nested Archimedean copulas: a theoretical and an experimental comparison
zbMATH Open document ID: 1417.62131
author: Nathan Uyttendaele
published in: Computational Statistics
publication date: 2018-06-18T00:00:00Z
full work available at URL: view
Mathematics Subject Classification ID: 62H05
Mathematics Subject Classification ID: 60E05
Mathematics Subject Classification ID: 62E15
Mathematics Subject Classification ID: 62-08
zbMATH DE Number: 6890538
zbMATH Keywords: hierarchical Archimedean copulas
zbMATH Keywords: estimation
zbMATH Keywords: hierarchical clustering
zbMATH Keywords: rooted tree
zbMATH Keywords: structure determination
zbMATH Keywords: Kendall's tau
zbMATH Keywords: phylogenetics
describes a project that uses: nacopula
describes a project that uses: SuperFine
describes a project that uses: phytools
describes a project that uses: HAC
MaRDI profile type: Publication
OpenAlex ID: W2469469722
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DOI: 10.1007/S00180-017-0743-1
description: scientific article; zbMATH DE number 6890538