Hierarchical Archimedean copulas through multivariate compound distributions (Q147461)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Hierarchical Archimedean copulas through multivariate compound distributions |
scientific article |
Statements
76
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1-13
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September 2017
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19 September 2017
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Hierarchical Archimedean copulas through multivariate compound distributions (English)
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Archimedean copulas
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mixing random variables
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compounding
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Marshall-Olkin
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hierarchical structure
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