On distributions with fixed marginals maximizing the joint or the prior default probability, estimation, and related results (Q2095101)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On distributions with fixed marginals maximizing the joint or the prior default probability, estimation, and related results |
scientific article |
Statements
On distributions with fixed marginals maximizing the joint or the prior default probability, estimation, and related results (English)
0 references
9 November 2022
0 references
copula
0 references
dependence
0 references
estimator
0 references
graph
0 references
endograph
0 references
Markov kernel
0 references
0 references
0 references
