Results 191 to 200 of about 33,492 (216)

Archimedean copulas with applications to VaR estimation

Stat. Methods Appl., 2016
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openaire   +3 more sources

Sampling Nested Archimedean Copulas

Journal of Statistical Computation and Simulation, 2008
Alexander J. McNeil
exaly  

Multivariate Archimedean Copulas, d-Monotone Functions and ℓ1-Norm Symmetric Distributions

Annals of Statistics, 2009
Johanna G. Nešlehová, Alexander J. McNeil   +1 more
exaly  

On the Structure and Estimation of Hierarchical Archimedean Copulas

Journal of Econometrics, 2013
Wolfgang Schmid, Ostap Okhrin
exaly  

A Stochastic Representation and Sampling Algorithm for Nested Archimedean Copulas

Journal of Statistical Computation and Simulation, 2012
Marius Hofert
exaly  

Archimedean Copulas

2012
openaire   +1 more source

Inference in Multivariate Archimedean Copula Models

Test, 2011
Johanna G. Nešlehová, Christian Genest, Johanna Ziegel   +2 more
exaly  

A New Computational Model Based on Archimedean Copula for Probabilistic Unbalanced Linguistic Term Set and Its Application to Multiple Attribute Group Decision Making

Computers and Industrial Engineering, 2020
Jinpei Liu, Huayou Chen, Ligang Zhou
exaly  

Archimedean Copulas

2007
openaire   +1 more source

On Structure, Family and Parameter Estimation of Hierarchical Archimedean Copulas

Journal of Statistical Computation and Simulation, 2017
Jan Górecki, Marius Hofert, Martin Holeňa   +2 more
exaly