Simulation algorithms for hierarchical Archimedean copulas beyond the completely monotone case (Q2178938): 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/10.1515/demo-2019-0010 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2955461881 / rank | |||
Normal rank | |||
Revision as of 01:48, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Simulation algorithms for hierarchical Archimedean copulas beyond the completely monotone case |
scientific article |
Statements
Simulation algorithms for hierarchical Archimedean copulas beyond the completely monotone case (English)
0 references
12 May 2020
0 references
copula
0 references
hierarchical Archimedean copula
0 references
simulation
0 references
\(d\)-monotone
0 references
