Nonparametric estimation of the tree structure of a nested Archimedean copula
Year of publication: |
2014
|
---|---|
Authors: | Segers, Johan ; Uyttendaele, Nathan |
Published in: |
Computational Statistics & Data Analysis. - Elsevier, ISSN 0167-9473. - Vol. 72.2014, C, p. 190-204
|
Publisher: |
Elsevier |
Subject: | Archimedean copula | Dependence | Nested Archimedean copula | Hierarchical Archimedean copula | Rooted tree | Subtree | Kendall distribution | Fan | Triple | Nonparametric inference |
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