\(H\)-extendible copulas (Q443789): Difference between revisions

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Property / Mathematics Subject Classification ID: 62H05 / rank
 
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Property / Mathematics Subject Classification ID: 60G09 / rank
 
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Property / zbMATH DE Number: 6065054 / rank
 
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hierarchical copula
Property / zbMATH Keywords: hierarchical copula / rank
 
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\(h\)-extendible copula
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De Finetti's theorem
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factor model
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Revision as of 01:40, 30 June 2023

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\(H\)-extendible copulas
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    \(H\)-extendible copulas (English)
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    13 August 2012
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    hierarchical copula
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    \(h\)-extendible copula
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    De Finetti's theorem
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    factor model
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