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
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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
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Czech description
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Classification
Type
D - Article in proceedings
CEP classification
IN - Informatics
OECD FORD branch
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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
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e-ISSN
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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
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