Penalized estimation of hierarchical Archimedean copula
| Autor: | Okhrin, Ostap, Ristig, Alexander |
|---|---|
| Zdroj: | In Journal of Multivariate Analysis May 2024 201 |
| Databáze: | ScienceDirect |
| Externí odkaz: |
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| Autor: | Okhrin, Ostap, Ristig, Alexander |
|---|---|
| Zdroj: | In Journal of Multivariate Analysis May 2024 201 |
| Databáze: | ScienceDirect |
| Externí odkaz: |
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Full Text from ScienceDirect