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    1.
    0478633 - ÚI 2018 RIV GB eng J - Journal Article
    Górecki, J. - Hofert, M. - Holeňa, Martin
    On Structure, Family and Parameter Estimation of Hierarchical Archimedean Copulas.
    Journal of Statistical Computation and Simulation. Roč. 87, č. 17 (2017), s. 3261-3324. ISSN 0094-9655. E-ISSN 1563-5163
    R&D Projects: GA ČR GA17-01251S
    Institutional support: RVO:67985807
    Keywords : copula estimation * goodness-of-fit * Hierarchical Archimedean copula * structure determination
    OECD category: Statistics and probability
    Impact factor: 0.869, year: 2017
    Permanent Link: http://hdl.handle.net/11104/0274688
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    a0478633.pdf911.5 MBPublisher’s postprintrequire
     
     

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