Composite likelihood estimation method for hierarchical Archimedean copulas defined with multivariate compound distributions
type: Item
instance of: scholarly article
title: Composite likelihood estimation method for hierarchical Archimedean copulas defined with multivariate compound distributions
zbMATH Open document ID: 1419.62120
author: Simon-Pierre Gadoury
author: C. Y. Robert
author: Hélène Cossette
author: É. Marceau
published in: Journal of Multivariate Analysis
publication date: 2019-07-02T00:00:00Z
Mathematics Subject Classification ID: 62H05
Mathematics Subject Classification ID: 62H30
Mathematics Subject Classification ID: 60E05
zbMATH DE Number: 7075379
zbMATH Keywords: composite likelihood estimation
zbMATH Keywords: hierarchical Archimedean copulas
zbMATH Keywords: statistical collapsing strategy
zbMATH Keywords: tree structure determination
describes a project that uses: ElemStatLearn
describes a project that uses: ISLR
describes a project that uses: clusfind
MaRDI profile type: Publication
full work available at URL: j.jmva.2019.03.008
OpenAlex ID: W2940206243
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Wikidata QID: Q128062789
DOI: 10.1016/J.JMVA.2019.03.008
description: scientific article; zbMATH DE number 7075379