Multivariate dependence modeling based on comonotonic factors (Q512029): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Removed claims |
||
| Property / author | |||
| Property / author: Joe, Harry / rank | |||
| Property / author | |||
| Property / author: Joe, Harry / rank | |||
Revision as of 22:46, 9 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multivariate dependence modeling based on comonotonic factors |
scientific article |
Statements
Multivariate dependence modeling based on comonotonic factors (English)
0 references
23 February 2017
0 references
bi-factor
0 references
copula
0 references
dependence clusters/groups
0 references
Laplace transform
0 references
parsimonious dependence models
0 references
