Počet záznamů: 1
Kendall’s tau and agglomerative clustering for structure determination of hierarchical Archimedean copulas
- 1.Górecki, J. - Hofert, M. - Holeňa, Martin
Kendall’s tau and agglomerative clustering for structure determination of hierarchical Archimedean copulas.
Dependence Modeling. Roč. 5, č. 1 (2017), s. 75-87. ISSN 2300-2298
Obor OECD: Statistics and probability
http://hdl.handle.net/11104/0274017
Citováno: 1
--- PERREAULT, S. - DUCHESNE, T. - NESLEHOVA, J.G. Detection of block-exchangeable structure in large-scale correlation matrices. JOURNAL OF MULTIVARIATE ANALYSIS. ISSN 0047-259X, JAN 2019, vol. 169, p. 400-422. [WOS]
Počet záznamů: 1