An empirical analysis of multivariate copula models (Q3650966): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 12:07, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An empirical analysis of multivariate copula models |
scientific article |
Statements
An empirical analysis of multivariate copula models (English)
0 references
7 December 2009
0 references
KS-copula
0 references
hierarchical Archimedian
0 references
product copulas
0 references
pair-copula decomposition
0 references
