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0477796 - ÚI 2018 RIV PL eng J - Journal Article
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
R&D Projects: GA ČR GA17-01251S
Institutional support: RVO:67985807
Keywords : structure determination * agglomerative clustering * Kendall’s tau * Archimedean copula
OECD category: Statistics and probability
Permanent Link: http://hdl.handle.net/11104/0274017