On the Consistency of an Estimator for Hierarchical Archimedean Copulas

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SYSNO	0446436
Title	On the Consistency of an Estimator for Hierarchical Archimedean Copulas
Author(s)	Górecki, J. (CZ) Hofert, M. (CA) Holeňa, Martin (UIVT-O)_{SAI, RID}
Source Title	Proceedings of 32nd International Conference Mathematical Methods in Economics MME 2014. S. 239-244. - Olomouc : Palacký University, 2014 / Talašová J. ; Stoklasa J. ; Talášek T.
Conference	MME 2014. International Conference Mathematical Methods in Economics /32./, Olomouc, 10.09.2014-12.09.2014
Document Type	Konferenční příspěvek (zahraniční konf.)
Grant	GA13-17187S GA ČR - Czech Science Foundation (CSF)
	SGS/21/2014, CZ - Czech Republic
Institutional support	UIVT-O - RVO:67985807
Language	eng
Country	CZ
Keywords	hierarchical Archimedean copula * Kendall distribution function * parameter estimation * structure determination * consistency
Permanent Link	http://hdl.handle.net/11104/0248436

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Number of the records: 1