Search results
- 1.0525271 - ÚI 2021 RIV US eng J - Journal Article
Górecki, J. - Hofert, M. - Holeňa, Martin
Hierarchical Archimedean Copulas for Matlab and Octave: The HACopula Toolbox.
Journal of Statistical Software. Roč. 93, č. 10 (2020), s. 1-36. ISSN 1548-7660. E-ISSN 1548-7660
R&D Projects: GA ČR GA17-01251S
Institutional support: RVO:67985807
Keywords : copula * hierarchical Archimedean copula * structure * family * estimation * collapsing * sampling * goodness-of-fit * Kendall’s tau * tail dependence * MATLAB * Octave
OECD category: Computer sciences, information science, bioinformathics (hardware development to be 2.2, social aspect to be 5.8)
Impact factor: 6.440, year: 2020
Method of publishing: Open access
Permanent Link: http://hdl.handle.net/11104/0309452File Download Size Commentary Version Access 0525271-aoa.pdf 6 2.5 MB OA CC BY 3.0 Publisher’s postprint open-access - 2.0477796 - ÚI 2018 RIV PL eng J - Journal Article
Górecki, J. - Hofert, M. - Holeňa, Martin
Kendall’s tau and agglomerative clustering for structure determination of hierarchical Archimedean copulas.
Dependence Modeling. Roč. 5, č. 1 (2017), s. 75-87. ISSN 2300-2298
R&D Projects: GA ČR GA17-01251S
Institutional support: RVO:67985807
Keywords : structure determination * agglomerative clustering * Kendall’s tau * Archimedean copula
OECD category: Statistics and probability
Permanent Link: http://hdl.handle.net/11104/0274017 - 3.0442862 - ÚI 2016 RIV NL eng J - Journal Article
Górecki, J. - Hofert, M. - Holeňa, Martin
An Approach to Structure Determination and Estimation of Hierarchical Archimedean Copulas and its Application to Bayesian Classification.
Journal of Intelligent Information Systems. Roč. 46, č. 1 (2016), s. 21-59. ISSN 0925-9902. E-ISSN 1573-7675
R&D Projects: GA ČR GA13-17187S
Grant - others:Slezská univerzita v Opavě(CZ) SGS/21/2014
Institutional support: RVO:67985807
Keywords : Copula * Hierarchical archimedean copula * Copula estimation * Structure determination * Kendall’s tau * Bayesian classification
OECD category: Computer sciences, information science, bioinformathics (hardware development to be 2.2, social aspect to be 5.8)
Impact factor: 1.294, year: 2016
Permanent Link: http://hdl.handle.net/11104/0245680