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On the consistency of an estimator for hierarchical Archimedean copulas

The result's identifiers

  • Result code in IS VaVaI

    <a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F47813059%3A19520%2F14%3A%230002650" target="_blank" >RIV/47813059:19520/14:#0002650 - isvavai.cz</a>

  • Alternative codes found

    RIV/67985807:_____/14:00446436

  • Result on the web

    <a href="http://mme2014.upol.cz/conference-proceedings" target="_blank" >http://mme2014.upol.cz/conference-proceedings</a>

  • DOI - Digital Object Identifier

Alternative languages

  • Result language

    angličtina

  • Original language name

    On the consistency of an estimator for hierarchical Archimedean copulas

  • Original language description

    The paper addresses an estimation procedure for hierarchical Archimedean copulas, which has been proposed in the literature. It is shown here that this estimation is not consistent in general. Furthermore, a correction is proposed, which leads to a consistent estimator.

  • Czech name

  • Czech description

Classification

  • Type

    D - Article in proceedings

  • CEP classification

    IN - Informatics

  • OECD FORD branch

Result continuities

  • Project

    <a href="/en/project/GA13-17187S" target="_blank" >GA13-17187S: Constructing Advanced Comprehensible Classifiers</a><br>

  • Continuities

    S - Specificky vyzkum na vysokych skolach

Others

  • Publication year

    2014

  • Confidentiality

    S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Data specific for result type

  • Article name in the collection

    32nd International Conference on Mathematical Methods in Economics

  • ISBN

    978-80-244-4209-9

  • ISSN

  • e-ISSN

  • Number of pages

    6

  • Pages from-to

    239-244

  • Publisher name

    Přírodovědecká fakulta Univerzity Palackého v Olomouci

  • Place of publication

    Olomouc

  • Event location

    Olomouc

  • Event date

    Sep 10, 2014

  • Type of event by nationality

    WRD - Celosvětová akce

  • UT code for WoS article