Non-Archimedean Nachbin spaces
Costa Soares, Maria Zoraide M. (1980)
Portugaliae mathematica
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Displaying similar documents to “Non-Archimedean adjoints”
Non-Archimedean Nachbin spaces
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Archimedean classes in an ordered semigroup. IV
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Proving the characterization of Archimedean copulas via Dini derivatives
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In this note we prove the characterization of the class of Archimedean copulas by using Dini derivatives.
Kendall’s tau and agglomerative clustering for structure determination of hierarchical Archimedean copulas
J. Górecki, M. Hofert, M. Holeňa (2017)
Dependence Modeling
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Several successful approaches to structure determination of hierarchical Archimedean copulas (HACs) proposed in the literature rely on agglomerative clustering and Kendall’s correlation coefficient. However, there has not been presented any theoretical proof justifying such approaches. This work fills this gap and introduces a theorem showing that, given the matrix of the pairwise Kendall correlation coefficients corresponding to a HAC, its structure can be recovered by an agglomerative...