Login / Signup

Outer power transformations of hierarchical Archimedean copulas: Construction, sampling and estimation.

Jan GoreckiMarius HofertOstap Okhrin
Published in: Comput. Stat. Data Anal. (2021)
Keyphrases
  • power consumption
  • accurate estimation
  • importance sampling
  • estimation accuracy
  • random sampling
  • robust estimation
  • sampling algorithm
  • multiresolution
  • parameter estimation
  • sample size
  • monte carlo
  • coarse to fine