Multivariate dependence modeling based on comonotonic factors (Q512029): Difference between revisions
From MaRDI portal
ReferenceBot (talk | contribs) Changed an Item |
Normalize DOI. |
||
| (One intermediate revision by one other user not shown) | |||
| Property / DOI | |||
| Property / DOI: 10.1016/j.jmva.2017.01.008 / rank | |||
| Property / DOI | |||
| Property / DOI: 10.1016/J.JMVA.2017.01.008 / rank | |||
Normal rank | |||
Latest revision as of 19:59, 9 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multivariate dependence modeling based on comonotonic factors |
scientific article |
Statements
Multivariate dependence modeling based on comonotonic factors (English)
0 references
23 February 2017
0 references
bi-factor
0 references
copula
0 references
dependence clusters/groups
0 references
Laplace transform
0 references
parsimonious dependence models
0 references
0 references
0 references
0 references
0 references
0 references
