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Hierarchical Archimedean Copulas for Matlab and Octave: The HACopula Toolbox
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SYSNO 0525271 Title Hierarchical Archimedean Copulas for Matlab and Octave: The HACopula Toolbox Author(s) Górecki, J. (CZ)
Hofert, M. (CA)
Holeňa, Martin (UIVT-O) SAI, RIDSource Title Journal of Statistical Software. Roč. 93, č. 10 (2020), s. 1-36. - : Foundation for Open Access Statistics Document Type Článek v odborném periodiku Grant GA17-01251S GA ČR - Czech Science Foundation (CSF) Institutional support UIVT-O - RVO:67985807 Language eng Country US Keywords copula * hierarchical Archimedean copula * structure * family * estimation * collapsing * sampling * goodness-of-fit * Kendall’s tau * tail dependence * MATLAB * Octave Cooperating institutions Slezská univerzita v Opavě (Czech Republic)
Faculty of Mathematics, University of Waterloo, Waterloo (Canada)URL http://hdl.handle.net/11104/0309452 Permanent Link http://hdl.handle.net/11104/0309452 File Download Size Commentary Version Access 0525271-aoa.pdf 7 2.5 MB OA CC BY 3.0 Publisher’s postprint open-access
Number of the records: 1