Jan Gorecki, Martin Holena. Structure Determination and Estimation of Hierarchical Archimedean Copulas Based on Kendall Correlation Matrix. In Annalisa Appice, Michelangelo Ceci, Corrado Loglisci, Giuseppe Manco, Elio Masciari, Zbigniew W. Ras, editors, New Frontiers in Mining Complex Patterns - Second International Workshop, NFMCP 2013, Held in Conjunction with ECML-PKDD 2013, Prague, Czech Republic, September 27, 2013, Revised Selected Papers. Volume 8399 of Lecture Notes in Computer Science, pages 132-147, Springer, 2013. [doi]
Abstract is missing.