Multivariate dependence modeling based on comonotonic factors (Q512029)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multivariate dependence modeling based on comonotonic factors |
scientific article |
Statements
Multivariate dependence modeling based on comonotonic factors (English)
0 references
23 February 2017
0 references
bi-factor
0 references
copula
0 references
dependence clusters/groups
0 references
Laplace transform
0 references
parsimonious dependence models
0 references
0 references
0 references
0 references
0 references
0 references
