| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 7549320 | Statistics & Probability Letters | 2015 | 12 Pages |
Abstract
Following McNeil and NeÅ¡lehová (2009), we present some weaker conditions under which a partially nested Archimedean copula with arbitrary nesting levels is still a copula. Relaxing the conditions on the generators enable researchers to model data sets more efficiently.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Mohsen Rezapour,