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On Structure, Family and Parameter Estimation of Hierarchical Archimedean Copulas
Journal of Statistical Computation and Simulation, 2017Jan Górecki +2 more
exaly
Nonparametric Estimation of the Tree Structure of a Nested Archimedean Copula
Computational Statistics and Data Analysis, 2014Johan Segers
exaly
On Tail Dependence Coefficients of Transformed Multivariate Archimedean Copulas
Fuzzy Sets and Systems, 2016Walter W. Piegorsch
exaly
Lower Tail Dependence for Archimedean Copulas: Characterizations and Pitfalls
Insurance: Mathematics and Economics, 2007Johan Segers, Arthur Charpentier
exaly

