"Nonparametric estimation of the tree structure of a nested Archimedean copula."

Johan Segers, Nathan Uyttendaele (2014)

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DOI: 10.1016/J.CSDA.2013.10.028

access: closed

type: Journal Article

metadata version: 2020-02-18

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Johan Segers, Nathan Uyttendaele:
Nonparametric estimation of the tree structure of a nested Archimedean copula. Comput. Stat. Data Anal. 72: 190-204 (2014)

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