Joint characteristic functions construction via copulas (Q661226)

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Joint characteristic functions construction via copulas
scientific article

    Statements

    title
    Joint characteristic functions construction via copulas (English)
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    author
    Janez Komelj
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    Mihael Perman
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    publication date
    10 February 2012
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    zbMATH Keywords
    copulas
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    distortion functions
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    joint distributions with given marginals
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    characteristic functions
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    Identifiers

    Mathematics Subject Classification ID
    91B30
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    60E10
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    62H05
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    zbMATH DE Number
    6004741
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    OpenAlex ID
    W2029731172
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