Hierarchical Archimedean copulas through multivariate compound distributions (Q147461): Difference between revisions
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| Property / author: Hélène Cossette / rank | |||
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| Property / author: Étienne Marceau / rank | |||
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| Property / describes a project that uses: CopulaModel / rank | |||
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| Property / full work available at URL: https://doi.org/10.1016/j.insmatheco.2017.06.001 / rank | |||
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Latest revision as of 19:35, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Hierarchical Archimedean copulas through multivariate compound distributions |
scientific article |
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76
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1-13
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September 2017
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19 September 2017
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Hierarchical Archimedean copulas through multivariate compound distributions (English)
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Archimedean copulas
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mixing random variables
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compounding
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Marshall-Olkin
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hierarchical structure
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