Exchangeable FGM copulas (Q6119932)

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scientific article; zbMATH DE number 7807058
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English
Exchangeable FGM copulas
scientific article; zbMATH DE number 7807058

    Statements

    title
    Exchangeable FGM copulas (English)
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    author
    Christopher Blier-Wong
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    Hélène Cossette
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    Étienne Marceau
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    publication date
    20 February 2024
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    zbMATH Keywords
    copulas
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    stochastic representation
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    extreme points
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    exchangeability
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    Identifiers

    arXiv ID
    2205.11302
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    DOI
    10.1017/apr.2023.19
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    Mathematics Subject Classification ID
    62H05
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    60E15
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    60E05
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    zbMATH DE Number
    7807058
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