Number of the records: 1
On Structure, Family and Parameter Estimation of Hierarchical Archimedean Copulas
- 1.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
OECD category: Statistics and probability
Impact factor: 0.869, year: 2017
http://hdl.handle.net/11104/0274688
Cited: 1
--- PERREAULT, S. - DUCHESNE, T. - NESLEHOVA, J.G. Detection of block-exchangeable structure in large-scale correlation matrices. JOURNAL OF MULTIVARIATE ANALYSIS. ISSN 0047-259X, JAN 2019, vol. 169, p. 400-422. [WOS]
Number of the records: 1