Multivariate dependence modeling based on comonotonic factors (Q512029): Difference between revisions
From MaRDI portal
Created a new Item |
Changed an Item |
||
| Property / author | |||
| Property / author: Joe, Harry / rank | |||
Normal rank | |||
| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 62H25 / rank | |||
Normal rank | |||
| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 62H99 / rank | |||
Normal rank | |||
| Property / zbMATH DE Number | |||
| Property / zbMATH DE Number: 6688299 / rank | |||
Normal rank | |||
| Property / zbMATH Keywords | |||
bi-factor | |||
| Property / zbMATH Keywords: bi-factor / rank | |||
Normal rank | |||
| Property / zbMATH Keywords | |||
copula | |||
| Property / zbMATH Keywords: copula / rank | |||
Normal rank | |||
| Property / zbMATH Keywords | |||
dependence clusters/groups | |||
| Property / zbMATH Keywords: dependence clusters/groups / rank | |||
Normal rank | |||
| Property / zbMATH Keywords | |||
Laplace transform | |||
| Property / zbMATH Keywords: Laplace transform / rank | |||
Normal rank | |||
| Property / zbMATH Keywords | |||
parsimonious dependence models | |||
| Property / zbMATH Keywords: parsimonious dependence models / rank | |||
Normal rank | |||
Revision as of 03:02, 1 July 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multivariate dependence modeling based on comonotonic factors |
scientific article |
Statements
Multivariate dependence modeling based on comonotonic factors (English)
0 references
23 February 2017
0 references
bi-factor
0 references
copula
0 references
dependence clusters/groups
0 references
Laplace transform
0 references
parsimonious dependence models
0 references
