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Nonparametric estimation of the tree structure of a nested Archimedean copula
Computational Statistics and Data Analysis, 2014Johan Segers
exaly
Modeling cause-of-death mortality using hierarchical Archimedean copula
Scandinavian Actuarial Journal, 2019Yang Lu
exaly
Inference in multivariate Archimedean copula models
Test, 2011Christian Genest, Johanna F Ziegel
exaly
Archimedean copula estimation and model selection via -norm symmetric distribution
Insurance: Mathematics and Economics, 2010Jie Zhou, Xiaojing Shen
exaly

