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0525271 - ÚI 2021 RIV US eng J - Journal Article
Górecki, J. - Hofert, M. - Holeňa, Martin
Hierarchical Archimedean Copulas for Matlab and Octave: The HACopula Toolbox.
Journal of Statistical Software. Roč. 93, č. 10 (2020), s. 1-36. ISSN 1548-7660. E-ISSN 1548-7660
R&D Projects: GA ČR GA17-01251S
Institutional support: RVO:67985807
Keywords : copula * hierarchical Archimedean copula * structure * family * estimation * collapsing * sampling * goodness-of-fit * Kendall’s tau * tail dependence * MATLAB * Octave
OECD category: Computer sciences, information science, bioinformathics (hardware development to be 2.2, social aspect to be 5.8)
Impact factor: 6.440, year: 2020
Method of publishing: Open access
Permanent Link: http://hdl.handle.net/11104/0309452