%0 Journal Article %1 Okhrin2024hierarchicalArchimedeanCopula %A Okhrin, Ostap %A Ristig, Alexander %C USA %D 2024 %I Academic Press, Inc. %J J. Multivar. Anal. %K 62G07 62H12 Archimedean Hierarchical Maximum Stage-wise copula estimation likelihood %N C %R 10.1016/j.jmva.2023.105274 %T Penalized estimation of hierarchical Archimedean copula %U https://doi.org/10.1016/j.jmva.2023.105274 %V 201

@article{Okhrin2024hierarchicalArchimedeanCopula, added-at = {2024-11-12T14:54:18.000+0100}, address = {USA}, author = {Okhrin, Ostap and Ristig, Alexander}, biburl = {https://puma.scadsai.uni-leipzig.de/bibtex/258be6d30000169070161fa4824f68bbf/scadsfct}, doi = {10.1016/j.jmva.2023.105274}, interhash = {63c92b17c6fe5b78c1345a4c8f676c8b}, intrahash = {58be6d30000169070161fa4824f68bbf}, issn = {0047-259X}, issue_date = {May 2024}, journal = {J. Multivar. Anal.}, keywords = {62G07 62H12 Archimedean Hierarchical Maximum Stage-wise copula estimation likelihood}, month = jul, number = {C}, numpages = {16}, publisher = {Academic Press, Inc.}, timestamp = {2024-11-14T15:38:29.000+0100}, title = {Penalized estimation of hierarchical Archimedean copula}, url = {https://doi.org/10.1016/j.jmva.2023.105274}, volume = 201, year = 2024 }