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"Composite likelihood estimation method for hierarchical Archimedean ..."

Hélène Cossette et al. (2019)

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DOI: 10.1016/J.JMVA.2019.03.008

access: closed

type: Journal Article

metadata version: 2022-10-02

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Hélène Cossette, Simon-Pierre Gadoury, Etienne Marceau, Christian Y. Robert:
Composite likelihood estimation method for hierarchical Archimedean copulas defined with multivariate compound distributions. J. Multivar. Anal. 172: 59-83 (2019)

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