An approach to structure determination and estimation of hierarchical Archimedean Copulas and its application to Bayesian classification

Jan Gorecki, Marius Hofert, Martin Holena. An approach to structure determination and estimation of hierarchical Archimedean Copulas and its application to Bayesian classification. J. Intell. Inf. Syst., 46(1):21-59, 2016. [doi]

Abstract

Abstract is missing.