\(H\)-extendible copulas (Q443789): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1016/j.jmva.2012.03.011 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W112998536 / rank | |||
Normal rank |
Revision as of 19:10, 19 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | \(H\)-extendible copulas |
scientific article |
Statements
\(H\)-extendible copulas (English)
0 references
13 August 2012
0 references
hierarchical copula
0 references
\(h\)-extendible copula
0 references
De Finetti's theorem
0 references
factor model
0 references