0446436 - ÚI 2016 RIV CZ eng C - Conference Paper (international conference)
Górecki, J. - Hofert, M. - Holeňa, MartinOn the Consistency of an Estimator for Hierarchical Archimedean Copulas.
Proceedings of 32nd International Conference Mathematical Methods in Economics MME 2014. Olomouc: Palacký University, 2014 - (Talašová, J.; Stoklasa, J.; Talášek, T.), s. 239-244. ISBN 978-80-244-4209-9.
[MME 2014. International Conference Mathematical Methods in Economics /32./. Olomouc (CZ), 10.09.2014-12.09.2014]
R&D Projects: GA ČR GA13-17187S
Grant - others:Slezská univerzita v Opavě(CZ) SGS/21/2014
Institutional support: RVO:67985807
Keywords : hierarchical Archimedean copula * Kendall distribution function * parameter estimation * structure determination * consistency
Subject RIV: IN - Informatics, Computer Science
Permanent Link: http://hdl.handle.net/11104/0248436
