A stochastic representation and sampling algorithm for nested Archimedean copulas (Q5300812): Difference between revisions

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+https://doi.org/10.1080/00949655.2011.574632
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+W2004328718
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+Q4382161
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+An introduction to copulas.
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+Goodness-of-fit tests for parametric families of Archimedean copulas
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+Sampling nested Archimedean copulas
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+Multivariate Archimedean copulas, \(d\)-monotone functions and \(\ell _{1}\)-norm symmetric distributions
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+Modeling defaults with nested Archimedean copulas
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