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- 1.0455988 - ÚI 2016 RIV CZ eng C - Conference Paper (international conference)
Górecki, J. - Holeňa, Martin
An Alternative Approach to the Structure Determination of Hierarchical Archimedean Copulas.
Proceedings of the 31st International Conference Mathematical Methods in Economics 2013. Jihlava: College of Polytechnics Jihlava, 2013 - (Vojáčková, H.), s. 201-206. ISBN 978-80-87035-76-4.
[MME 2013. International Conference on Mathematical Methods in Economics 2013 /31./. Jihlava (CZ), 11.09.2013-13.09.2013]
Institutional support: RVO:67985807
Keywords : hierarchical Archimedean copula * structure determination * measure of concordance * bivariate margins * nesting condition
Subject RIV: IN - Informatics, Computer Science
Permanent Link: http://hdl.handle.net/11104/0256575File Download Size Commentary Version Access a0455988.pdf 0 144.1 KB Publisher’s postprint require - 2.0446436 - ÚI 2016 RIV CZ eng C - Conference Paper (international conference)
Górecki, J. - Hofert, M. - Holeňa, Martin
On the Consistency of an Estimator for Hierarchical Archimedean Copulas.
Proceedings of 32nd International Conference Mathematical Methods in Economics MME 2014. Olomouc: Palacký University, 2014 - (Talašová, J.; Stoklasa, J.; Talášek, T.), s. 239-244. ISBN 978-80-244-4209-9.
[MME 2014. International Conference Mathematical Methods in Economics /32./. Olomouc (CZ), 10.09.2014-12.09.2014]
R&D Projects: GA ČR GA13-17187S
Grant - others:Slezská univerzita v Opavě(CZ) SGS/21/2014
Institutional support: RVO:67985807
Keywords : hierarchical Archimedean copula * Kendall distribution function * parameter estimation * structure determination * consistency
Subject RIV: IN - Informatics, Computer Science
Permanent Link: http://hdl.handle.net/11104/0248436File Download Size Commentary Version Access a0446436.pdf 5 118.6 KB Publisher’s postprint require - 3.0430472 - ÚI 2015 RIV CH eng C - Conference Paper (international conference)
Górecki, J. - Holeňa, Martin
Structure Determination and Estimation of Hierarchical Archimedean Copulas Based on Kendall Correlation Matrix.
New Frontiers in Mining Complex Patterns. Cham: Springer, 2014 - (Appice, A.; Ceci, M.; Loglisci, C.; Manco, G.; Masciari, E.; Ras, Z.), s. 132-147. Lecture Notes in Artificial Intelligence, 8399. ISBN 978-3-319-08406-0. ISSN 0302-9743.
[NFMCP 2013. International Workshop /2./. Prague (CZ), 27.09.2013]
R&D Projects: GA ČR GA13-17187S
Institutional support: RVO:67985807
Keywords : Copula * Hierarchical Archimedean copula * Copula estimation * Structure determination * Kendall’s correlation coefficient
Subject RIV: IN - Informatics, Computer Science
Permanent Link: http://hdl.handle.net/11104/0235398File Download Size Commentary Version Access a0430472.pdf 0 360.8 KB Publisher’s postprint require