Titlebook: Hierarchical Archimedean Copulas; Jan Górecki,Ostap Okhrin Book 2024 The Editor(s) (if applicable) and The Author(s), under exclusive lice

只看該作者 · 發(fā)表于 2025-3-26 04:54:00

Software,g these, the . package . available at . stands out as a comprehensive package for copula modeling, which has been extensively discussed in Yan (.) and Kojadinovic and Yan (.). After it incorporated the . package (Hofert & M?chler, .), which delivers functionalities for sampling from HACs, it support

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只看該作者 · 發(fā)表于 2025-3-26 13:29:24

只看該作者 · 發(fā)表于 2025-3-26 17:42:41

Construction,eral definition of hierarchical Archimedean copulas..Section 3.4 introduces the nesting condition for HACs, which involves checking the first derivative of the composition of two generators. Alternative approaches, such as using outer generators and Lévy subordinators, are mentioned. We present diff

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