Pages that link to "Item:Q5436420"
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The following pages link to Simulating from Exchangeable Archimedean Copulas (Q5436420):
Displayed 8 items.
- Likelihood inference for Archimedean copulas in high dimensions under known margins (Q443788) (← links)
- Sampling Archimedean copulas (Q1023887) (← links)
- Adaptive importance sampling for simulating copula-based distributions (Q2276225) (← links)
- THE JOINT DISTRIBUTION OF STOCK RETURNS IS NOT ELLIPTICAL (Q2892977) (← links)
- Estimating Archimedean Copulas in High Dimensions (Q2914946) (← links)
- Mutual information as a measure of multivariate association: analytical properties and statistical estimation (Q5300813) (← links)
- Hierarchical Kendall copulas: Properties and inference (Q5413640) (← links)
- Comments on: Inference in multivariate Archimedean copula models (Q5970326) (← links)