2 citations · 2 across the 1 of their papers we have counts for
2 papers
stat.ME2020
Outer power transformations of hierarchical Archimedean copulas: Construction, sampling and estimation
Jan Górecki, Marius Hofert, Ostap Okhrin
A large number of commonly used parametric Archimedean copula (AC) families are restricted to a single parameter, connected to a concordance measure such as Kendall's tau. This oft…
stat.ME2016★ 2 cited
On structure, family and parameter estimation of hierarchical Archimedean copulas
Jan Górecki, Marius Hofert, Martin Holeňa
Research on structure determination and parameter estimation of hierarchical Archimedean copulas (HACs) has so far mostly focused on the case in which all appearing Archimedean cop…