Simulating from Exchangeable Archimedean Copulas (Q5436420)

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scientific article; zbMATH DE number 5227168
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English
Simulating from Exchangeable Archimedean Copulas
scientific article; zbMATH DE number 5227168

    Statements

    title
    Simulating from Exchangeable Archimedean Copulas (English)
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    author
    Florence Wu
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    Emiliano A. Valdez
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    Michael Sherris
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    publication date
    16 January 2008
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    zbMATH Keywords
    Archimedean copulas
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    simulation
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    Identifiers

    Mathematics Subject Classification ID
    62H05
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    65C60
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    62H10
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    62P05
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    zbMATH DE Number
    5227168
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