Hierarchical copulas with Archimedean blocks and asymmetric between-block pairs
type: Item
instance of: scholarly article
title: Hierarchical copulas with Archimedean blocks and asymmetric between-block pairs
author: Ihsan Chaoubi
author: Hélène Cossette
author: C. Y. Robert
author: É. Marceau
published in: Computational Statistics and Data Analysis
publication date: 2021-05-06T00:00:00Z
Mathematics Subject Classification ID: 62-XX
zbMATH DE Number: 7345033
zbMATH Keywords: hierarchical copulas
zbMATH Keywords: asymmetric pair-copulas
zbMATH Keywords: Archimedean copulas
zbMATH Keywords: composite likelihood estimation
zbMATH Keywords: block-exchangeability
zbMATH Keywords: partitioning around mdoids
describes a project that uses: CopulaModel
describes a project that uses: QRM
MaRDI profile type: Publication
full work available at URL: j.csda.2020.107071
OpenAlex ID: W3083420428
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DOI: 10.1016/J.CSDA.2020.107071
description: scientific article; zbMATH DE number 7345033