Results 171 to 180 of about 4,162 (190)

Right-truncated Archimedean and related copulas

Insurance: Mathematics and Economics, 2021
Marius Hofert
exaly  

Hierarchical copulas with Archimedean blocks and asymmetric between-block pairs

Computational Statistics and Data Analysis, 2021
Etienne Marceau
exaly  

Composite pseudo-likelihood estimation for pair-tractable copulas such as Archimedean, Archimax and related hierarchical extensions

Journal of Statistical Computation and Simulation, 2023
Jan Górecki, Marius Hofert
exaly  

Sampling nested Archimedean copulas

Journal of Statistical Computation and Simulation, 2008
Alexander J Mcneil
exaly  

A stochastic representation and sampling algorithm for nested Archimedean copulas

Journal of Statistical Computation and Simulation, 2012
Marius Hofert
exaly  

Archimedean Copulas

1999
openaire   +1 more source

Dependent risk models with Archimedean copulas: A computational strategy based on common mixtures and applications

Insurance: Mathematics and Economics, 2018
Etienne Marceau
exaly  

Archimedean Copulas

2007
openaire   +1 more source

Hierarchical Archimedean copulas through multivariate compound distributions

Insurance: Mathematics and Economics, 2017
Simon-Pierre Gadoury, Etienne Marceau
exaly  

Archimedean Copulas

2012
openaire   +1 more source