Publications

Ostap Okhrin, und Alexander Ristig. Penalized estimation of hierarchical Archimedean copula. Journal of Multivariate Analysis, (201)Academic Press Inc., 2023. [PUMA: topic_engineering Archimedean FIS_scads Hierarchical Maximum Stage-wise copula, estimation estimation, likelihood]

Ostap Okhrin, und Alexander Ristig. Penalized estimation of hierarchical Archimedean copula. J. Multivar. Anal., (201)CAcademic Press, Inc., USA, Juli 2024. [PUMA: topic_engineering 62G07 62H12 Archimedean Hierarchical Maximum Stage-wise copula estimation likelihood] URL