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Statements

Subject Item
n2:RIV%2F47813059%3A19520%2F14%3A%230002650%21RIV15-MSM-19520___
rdf:type
skos:Concept n6:Vysledek
rdfs:seeAlso
http://mme2014.upol.cz/conference-proceedings
dcterms: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.
dcterms:title
On the consistency of an estimator for hierarchical Archimedean copulas On the consistency of an estimator for hierarchical Archimedean copulas
skos:prefLabel
On the consistency of an estimator for hierarchical Archimedean copulas On the consistency of an estimator for hierarchical Archimedean copulas
skos:notation
RIV/47813059:19520/14:#0002650!RIV15-MSM-19520___
n3:aktivita
n4:S
n3:aktivity
S
n3:dodaniDat
n13:2015
n3:domaciTvurceVysledku
n20:1797190
n3:druhVysledku
n8:D
n3:duvernostUdaju
n18:S
n3:entitaPredkladatele
n17:predkladatel
n3:idSjednocenehoVysledku
34414
n3:idVysledku
RIV/47813059:19520/14:#0002650
n3:jazykVysledku
n11:eng
n3:klicovaSlova
hierarchical Archimedean copula; Kendall distribution function; parameter estimation; structure determination; consistency
n3:klicoveSlovo
n10:Kendall%20distribution%20function n10:hierarchical%20Archimedean%20copula n10:parameter%20estimation n10:structure%20determination n10:consistency
n3:kontrolniKodProRIV
[555BDCEB6546]
n3:mistoKonaniAkce
Olomouc
n3:mistoVydani
Olomouc
n3:nazevZdroje
32nd International Conference on Mathematical Methods in Economics
n3:obor
n21:IN
n3:pocetDomacichTvurcuVysledku
1
n3:pocetTvurcuVysledku
3
n3:rokUplatneniVysledku
n13:2014
n3:tvurceVysledku
GÓRECKI, Jan HOFERT, Marius HOLEŇA, Martin
n3:typAkce
n15:WRD
n3:zahajeniAkce
2014-09-10+02:00
s:numberOfPages
6
n19:hasPublisher
Univerzita Palackého v Olomouci. Přírodovědecká fakulta
n12:isbn
978-80-244-4209-9
n14:organizacniJednotka
19520