Hierarchical Archimedean copulas through multivariate compound distributions (Q147461): Difference between revisions
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Property / published in: Insurance Mathematics \& Economics / rank | |||||||||||||||
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19 September 2017
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Property / author: Hélène Cossette / rank | |||||||||||||||
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Property / author: Simon-Pierre Gadoury / rank | |||||||||||||||
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Property / author: Étienne Marceau / rank | |||||||||||||||
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Property / author: Itre Mtalai / rank | |||||||||||||||
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Hierarchical Archimedean copulas through multivariate compound distributions (English) | |||||||||||||||
Property / title: Hierarchical Archimedean copulas through multivariate compound distributions (English) / rank | |||||||||||||||
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Property / zbMATH Open document ID: 1395.62112 / rank | |||||||||||||||
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Property / Mathematics Subject Classification ID: 62H05 / rank | |||||||||||||||
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Property / Mathematics Subject Classification ID: 60E05 / rank | |||||||||||||||
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Property / Mathematics Subject Classification ID: 62P05 / rank | |||||||||||||||
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Property / zbMATH DE Number: 6775992 / rank | |||||||||||||||
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Archimedean copulas | |||||||||||||||
Property / zbMATH Keywords: Archimedean copulas / rank | |||||||||||||||
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mixing random variables | |||||||||||||||
Property / zbMATH Keywords: mixing random variables / rank | |||||||||||||||
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compounding | |||||||||||||||
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Marshall-Olkin | |||||||||||||||
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hierarchical structure | |||||||||||||||
Property / zbMATH Keywords: hierarchical structure / rank | |||||||||||||||
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Revision as of 04:48, 4 August 2023
scientific article
Language | Label | Description | Also known as |
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English | 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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