Górecki, Jan; Hofert, Marius; Okhrin, Ostap Outer power transformations of hierarchical Archimedean copulas: construction, sampling and estimation. (English) Zbl 1510.62227 Comput. Stat. Data Anal. 155, Article ID 107109, 28 p. (2021). MSC: 62H05 62-08 PDFBibTeX XMLCite \textit{J. Górecki} et al., Comput. Stat. Data Anal. 155, Article ID 107109, 28 p. (2021; Zbl 1510.62227) Full Text: DOI arXiv
Górecki, Jan; Hofert, Marius; Holeňa, Martin On structure, family and parameter estimation of hierarchical Archimedean copulas. (English) Zbl 07192120 J. Stat. Comput. Simulation 87, No. 17, 3261-3324 (2017). MSC: 62-XX PDFBibTeX XMLCite \textit{J. Górecki} et al., J. Stat. Comput. Simulation 87, No. 17, 3261--3324 (2017; Zbl 07192120) Full Text: DOI arXiv