Sampling nested Archimedean copulas
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Publication:3518409
DOI10.1080/00949650701255834zbMath1221.00061MaRDI QIDQ3518409
Publication date: 7 August 2008
Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00949650701255834
62E15: Exact distribution theory in statistics
65C05: Monte Carlo methods
60E10: Characteristic functions; other transforms
00A72: General theory of simulation
11K45: Pseudo-random numbers; Monte Carlo methods
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Uses Software
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