Hierarchical Archimedean copulas / Jan Górecki, Ostap Okhrin.

This book offers a thorough understanding of Hierarchical Archimedean Copulas (HACs) and their practical applications. It covers the basics of copulas, explores the Archimedean family, and delves into the specifics of HACs, including their fundamental properties. The text also addresses sampling alg...

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Bibliographic Details

Online Access:	Full Text (via Springer)
Main Authors:	Górecki, Jan (Author), Okhrin, Ostap (Author)
Format:	eBook
Language:	English
Published:	Cham : Springer, [2024]
Series:	SpringerBriefs in applied statistics and econometrics.
Subjects:	Copulas (Mathematical statistics)