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On Structure, Family and Parameter Estimation of Hierarchical Archimedean Copulas

Journal of Statistical Computation and Simulation, 2017
Jan Górecki   +2 more
exaly  

Nonparametric Estimation of the Tree Structure of a Nested Archimedean Copula

Computational Statistics and Data Analysis, 2014
Johan Segers
exaly  

Lower Tail Dependence for Archimedean Copulas: Characterizations and Pitfalls

Insurance: Mathematics and Economics, 2007
Johan Segers, Arthur Charpentier
exaly  

Archimedean Copulas

Jan Górecki, Ostap Okhrin
openaire   +1 more source

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