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0430472 - ÚI 2015 RIV CH eng C - Konferenční příspěvek (zahraniční konf.)
Górecki, J. - Holeňa, Martin
Structure Determination and Estimation of Hierarchical Archimedean Copulas Based on Kendall Correlation Matrix.
New Frontiers in Mining Complex Patterns. Cham: Springer, 2014 - (Appice, A.; Ceci, M.; Loglisci, C.; Manco, G.; Masciari, E.; Ras, Z.), s. 132-147. Lecture Notes in Artificial Intelligence, 8399. ISBN 978-3-319-08406-0. ISSN 0302-9743.
[NFMCP 2013. International Workshop /2./. Prague (CZ), 27.09.2013]
Grant CEP: GA ČR GA13-17187S
Institucionální podpora: RVO:67985807
Klíčová slova: Copula * Hierarchical Archimedean copula * Copula estimation * Structure determination * Kendall’s correlation coefficient
Kód oboru RIV: IN - Informatika
Trvalý link: http://hdl.handle.net/11104/0235398
Górecki, J. - Holeňa, Martin
Structure Determination and Estimation of Hierarchical Archimedean Copulas Based on Kendall Correlation Matrix.
New Frontiers in Mining Complex Patterns. Cham: Springer, 2014 - (Appice, A.; Ceci, M.; Loglisci, C.; Manco, G.; Masciari, E.; Ras, Z.), s. 132-147. Lecture Notes in Artificial Intelligence, 8399. ISBN 978-3-319-08406-0. ISSN 0302-9743.
[NFMCP 2013. International Workshop /2./. Prague (CZ), 27.09.2013]
Grant CEP: GA ČR GA13-17187S
Institucionální podpora: RVO:67985807
Klíčová slova: Copula * Hierarchical Archimedean copula * Copula estimation * Structure determination * Kendall’s correlation coefficient
Kód oboru RIV: IN - Informatika
Trvalý link: http://hdl.handle.net/11104/0235398