Checkerboard copula defined by sums of random variables (Q2175176)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Checkerboard copula defined by sums of random variables |
scientific article |
Statements
Checkerboard copula defined by sums of random variables (English)
0 references
28 April 2020
0 references
multivariate distributions
0 references
checkerboard copula
0 references
Spearman rho rank correlation
0 references
entropy
0 references
case study
0 references
optimization procedure
0 references
portfolio safeguard
0 references
PSG
0 references
0 references
0 references
0 references
