\(H\)-extendible copulas (Q443789)

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\(H\)-extendible copulas
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    Statements

    title
    \(H\)-extendible copulas (English)
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    author
    Jan-Frederik Mai
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    Matthias Scherer
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    publication date
    13 August 2012
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    zbMATH Keywords
    hierarchical copula
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    \(h\)-extendible copula
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    De Finetti's theorem
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    factor model
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    Identifiers

    zbMATH DE Number
    6065054
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