Hierarchical Archimedean copulas through multivariate compound distributions (Q147461)
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scientific article; zbMATH DE number 6775992
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| default for all languages | No label defined |
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| English | Hierarchical Archimedean copulas through multivariate compound distributions |
scientific article; zbMATH DE number 6775992 |
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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0.9592714
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0.95204395
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0.94385034
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0.93765265
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0.92034185
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0.9192511
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