Results 191 to 200 of about 18,813 (205)

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 Höfert
exaly  

Diagonal copulas of archimedean class

Communications in Statistics - Theory and Methods, 1996
Ym Yang, Engin A Sungur
exaly  

On tail dependence coefficients of transformed multivariate Archimedean copulas

Fuzzy Sets and Systems, 2016
Walter W Piegorsch
exaly  

A stochastic representation and sampling algorithm for nested Archimedean copulas

Journal of Statistical Computation and Simulation, 2012
Marius Höfert
exaly  

Archimedean Copulas

2012
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, Hélène Cossette
exaly  

Archimedean Copulas

2007
openaire   +1 more source

Archimedean Copulas

1999
openaire   +1 more source

Hierarchical Archimedean copulas through multivariate compound distributions

Insurance: Mathematics and Economics, 2017
Etienne Marceau, Simon-Pierre Gadoury, Hélène Cossette   +2 more
exaly  

Archimedean Copulas

2017
openaire   +1 more source