Checkerboard copula defined by sums of random variables (Q2175176)
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scientific article; zbMATH DE number 7194247
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Checkerboard copula defined by sums of random variables |
scientific article; zbMATH DE number 7194247 |
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Checkerboard copula defined by sums of random variables (English)
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28 April 2020
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multivariate distributions
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checkerboard copula
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Spearman rho rank correlation
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entropy
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case study
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optimization procedure
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portfolio safeguard
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PSG
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0.822971761226654
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0.8052139282226562
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0.769033670425415
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0.7502312064170837
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0.7340718507766724
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