# On structure, family and parameter estimation of hierarchical Archimedean copulas

arXiv: https://arxiv.org/abs/1611.09225 · HTML: https://mlsanity.com/paper/1611.09225/

## Key facts

- Cited by 3 papers in the map (data through 14 Oct 2026).
- First posted on arXiv 18 Nov 2016.

## Built on by (most cited first, 3 of 3)

- [Generative Archimedean Copulas](https://mlsanity.com/paper/2102.11351/) (2021)
- [HACSurv: A Hierarchical Copula-Based Approach for Survival Analysis with Dependent Competing Risks](https://mlsanity.com/paper/2410.15180/) (2024)
- [Inference and Sampling for Archimax Copulas](https://mlsanity.com/paper/2205.14025/) (2022)

## Abstract (arXiv)

Research on structure determination and parameter estimation of hierarchical Archimedean copulas (HACs) has so far mostly focused on the case in which all appearing Archimedean copulas belong to the same Archimedean family. The present work addresses this issue and proposes a new approach for estimating HACs that involve different Archimedean families. It is based on employing goodness-of-fit test statistics directly into HAC estimation. The approach is summarized in a simple algorithm, its theoretical justification is given and its applicability is illustrated by several experiments, which include estimation of HACs involving up to five different Archimedean families.