About: On the consistency of an estimator for hierarchical Archimedean copulas

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An Entity of Type : http://linked.opendata.cz/ontology/domain/vavai/Vysledek, within Data Space : linked.opendata.cz associated with source document(s)

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rdf:type	skos:Concept http://linked.opendata.cz/ontology/domain/vavai/Vysledek
rdfs:seeAlso	http://mme2014.upol.cz/conference-proceedings
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. 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. (en)
Title	On the consistency of an estimator for hierarchical Archimedean copulas On the consistency of an estimator for hierarchical Archimedean copulas (en)
skos:prefLabel	On the consistency of an estimator for hierarchical Archimedean copulas On the consistency of an estimator for hierarchical Archimedean copulas (en)
skos:notation	RIV/47813059:19520/14:#0002650!RIV15-MSM-19520___
http://linked.open...avai/riv/aktivita	S
http://linked.open...avai/riv/aktivity	S
http://linked.open...vai/riv/dodaniDat	2015
http://linked.open...aciTvurceVysledku	Górecki, Jan
http://linked.open.../riv/druhVysledku	D - Článek ve sborníku
http://linked.open...iv/duvernostUdaju	S - Úplné a pravdivé údaje nepodléhající ochraně podle zvláštních právních předpisů
http://linked.open...titaPredkladatele	Slezská univerzita v Opavě / Obchodně podnikatelská fakulta v Karviné
http://linked.open...dnocenehoVysledku	34414
http://linked.open...ai/riv/idVysledku	RIV/47813059:19520/14:#0002650
http://linked.open...riv/jazykVysledku	eng - angličtina
http://linked.open.../riv/klicovaSlova	hierarchical Archimedean copula; Kendall distribution function; parameter estimation; structure determination; consistency (en)
http://linked.open.../riv/klicoveSlovo	structure determination hierarchical Archimedean copula consistency parameter estimation Kendall distribution function
http://linked.open...ontrolniKodProRIV	[555BDCEB6546]
http://linked.open...v/mistoKonaniAkce	Olomouc
http://linked.open...i/riv/mistoVydani	Olomouc
http://linked.open...i/riv/nazevZdroje	32nd International Conference on Mathematical Methods in Economics
http://linked.open...in/vavai/riv/obor	IN
http://linked.open...ichTvurcuVysledku	1 (xsd:int)
http://linked.open...cetTvurcuVysledku	3 (xsd:int)
http://linked.open...UplatneniVysledku	2014
http://linked.open...iv/tvurceVysledku	GÓRECKI, Jan HOFERT, Marius HOLEŇA, Martin
http://linked.open...vavai/riv/typAkce	WRD - Světová
http://linked.open.../riv/zahajeniAkce	2014-09-10 (xsd:date)
number of pages	6 (xsd:int)
http://purl.org/ne...btex#hasPublisher	Univerzita Palackého v Olomouci. Přírodovědecká fakulta
https://schema.org/isbn	978-80-244-4209-9
http://localhost/t...ganizacniJednotka	19520

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