"2014-09-10+02:00"^^ . "G\u00D3RECKI, Jan" . . . . "3"^^ . "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." . . "On the consistency of an estimator for hierarchical Archimedean copulas" . "RIV/47813059:19520/14:#0002650" . "http://mme2014.upol.cz/conference-proceedings" . "On the consistency of an estimator for hierarchical Archimedean copulas" . "34414" . "1"^^ . . . "978-80-244-4209-9" . "RIV/47813059:19520/14:#0002650!RIV15-MSM-19520___" . "On the consistency of an estimator for hierarchical Archimedean copulas"@en . "Olomouc" . "Olomouc" . . "19520" . "32nd International Conference on Mathematical Methods in Economics" . . . "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 . . "[555BDCEB6546]" . . "6"^^ . "HOFERT, Marius" . . . . . "On the consistency of an estimator for hierarchical Archimedean copulas"@en . "HOLE\u0147A, Martin" . "hierarchical Archimedean copula; Kendall distribution function; parameter estimation; structure determination; consistency"@en . "S" . "Univerzita Palack\u00E9ho v Olomouci. P\u0159\u00EDrodov\u011Bdeck\u00E1 fakulta" . . .