Publications

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

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