Multivariate hierarchical copulas with shocks (Q607608): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank |
Revision as of 01:45, 5 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Multivariate hierarchical copulas with shocks |
scientific article |
Statements
Multivariate hierarchical copulas with shocks (English)
0 references
22 November 2010
0 references
copula
0 references
hierarchical structure
0 references
Marshall-Olkin distribution
0 references
shock model
0 references
singular component
0 references