"Structure Determination and Estimation of Hierarchical Archimedean Copulas ..."

Jan Górecki, Martin Holena (2013)

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DOI: 10.1007/978-3-319-08407-7_9

access: closed

type: Conference or Workshop Paper

metadata version: 2024-05-07

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Jan Górecki, Martin Holena:
Structure Determination and Estimation of Hierarchical Archimedean Copulas Based on Kendall Correlation Matrix. NFMCP 2013: 132-147

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