Multivariate hierarchical copulas with shocks (Q607608): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1007/s11009-009-9134-6 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2076867230 / rank | |||
Normal rank | |||
Revision as of 20:01, 19 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
