Penalized estimation of hierarchical Archimedean copula.

Ostap Okhrin Alexander Ristig

Published in: J. Multivar. Anal. (2024)

Keyphrases

semi parametric
least squares
monte carlo simulation
estimation algorithm
estimation accuracy
joint distribution
importance sampling
databases
coarse to fine
hierarchical model
robust estimation
hierarchical structure
statistically significant
model selection
markov chain
mobile robot
website