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On Structure, Family and Parameter Estimation of Hierarchical Archimedean Copulas

SYSNO	0478633
Title	On Structure, Family and Parameter Estimation of Hierarchical Archimedean Copulas
Author(s)	Górecki, J. (CZ) Hofert, M. (CA) Holeňa, Martin (UIVT-O)_{SAI, RID}
Corespondence/senior	Górecki, J. - Korespondující autor
Source Title	Journal of Statistical Computation and Simulation. Roč. 87, č. 17 (2017), s. 3261-3324. - : Taylor & Francis
Document Type	Článek v odborném periodiku
Grant	GA17-01251S GA ČR - Czech Science Foundation (CSF)
Institutional support	UIVT-O - RVO:67985807
Language	eng
Country	GB
Keywords	copula estimation * goodness-of-fit * Hierarchical Archimedean copula * structure determination
Permanent Link	http://hdl.handle.net/11104/0274688

	File	Download	Size	Commentary	Version	Access
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Number of the records: 1