Risk aggregation with empirical margins: Latin hypercubes, empirical copulas, and convergence of sum distributions (Q746883): Difference between revisions
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| Property / DOI: 10.1016/J.JMVA.2015.07.008 / rank | |||
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Latest revision as of 03:01, 10 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Risk aggregation with empirical margins: Latin hypercubes, empirical copulas, and convergence of sum distributions |
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Risk aggregation with empirical margins: Latin hypercubes, empirical copulas, and convergence of sum distributions (English)
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21 October 2015
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risk aggregation
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sum distribution
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empirical margins
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empirical copula
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functional CLT
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Iman-Conover
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Latin hypercube sampling
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