Efficiently sampling nested Archimedean copulas (Q452526): Difference between revisions

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+Generalized Gamma measures and shot-noise Cox processes
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+Q3723577
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+Normal rank
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+Q5624436
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+Sampling Archimedean copulas
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+CDO pricing with nested Archimedean copulas
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+Survival models for heterogeneous populations derived from stable distributions
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+Q4382161
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+Multivariate distributions from mixtures of max-infinitely divisible distributions
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+Efficient Generation of Logarithmically Distributed Pseudo-Random Variables
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+Families of Multivariate Distributions
@@ Property / cites work: Families of Multivariate Distributions / rank @@
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+Sampling nested Archimedean copulas
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+Q5706744
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+Multivariate Archimedean copulas, \(d\)-monotone functions and \(\ell _{1}\)-norm symmetric distributions
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+Q2738738
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+Tempering stable processes
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