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

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19 September 2017
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Property / publication date: 19 September 2017 / rank
 
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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)
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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
Property / zbMATH Keywords: compounding / rank
 
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Marshall-Olkin
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hierarchical structure
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Revision as of 04:48, 4 August 2023

scientific article
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English
Hierarchical Archimedean copulas through multivariate compound distributions
scientific article

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    76
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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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