✦ LIBER ✦

Sampling nested Archimedean copulas

✍ Scribed by McNeil, Alexander J.

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Densities of nested Archimedean copulas

✍ Hofert, Marius; Pham, David 📂 Article 📅 2013 🏛 Elsevier Science 🌐 English ⚖ 483 KB

Modeling defaults with nested Archimedea

✍ Marius Hofert 📂 Article 📅 2010 🏛 Springer-Verlag 🌐 German ⚖ 409 KB

Estimation of Distribution Algorithms ba

✍ Xiaoping Wang; Huimin Gao; Jianchao Zeng; Baolin Ye 📂 Article 📅 2011 🏛 Elsevier 🌐 English ⚖ 337 KB

Modelling sample selection using Archime

✍ Murray D. Smith 📂 Article 📅 2003 🏛 John Wiley and Sons 🌐 English ⚖ 482 KB

Hierarchies of Archimedean copulas

✍ Savu, Cornelia; Trede, Mark 📂 Article 📅 2009 🏛 Taylor and Francis Group 🌐 English ⚖ 212 KB

Nonparametric estimation of the tree str

✍ Segers, Johan; Uyttendaele, Nathan 📂 Article 📅 2014 🏛 Elsevier Science 🌐 English ⚖ 682 KB