\(H\)-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 | |||
Property / zbMATH Keywords: \(h\)-extendible copula / rank | |||
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De Finetti's theorem | |||
Property / zbMATH Keywords: De Finetti's theorem / rank | |||
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factor model | |||
Property / zbMATH Keywords: factor model / rank | |||
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Revision as of 01:40, 30 June 2023
scientific article
Language | Label | Description | Also known as |
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English | \(H\)-extendible copulas |
scientific article |
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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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