Hierarchical Archimedean copulas through multivariate compound distributions (Q147461): Difference between revisions

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Revision as of 07:07, 29 February 2024

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Hierarchical Archimedean copulas through multivariate compound distributions
scientific article

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    76
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    1-13
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    September 2017
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    19 September 2017
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    Hierarchical Archimedean copulas through multivariate compound distributions (English)
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    Archimedean copulas
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    mixing random variables
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    compounding
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    Marshall-Olkin
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    hierarchical structure
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