Simulation algorithms for hierarchical Archimedean copulas beyond the completely monotone case (Q2178938)
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scientific article; zbMATH DE number 7198988
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| default for all languages | No label defined |
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| English | Simulation algorithms for hierarchical Archimedean copulas beyond the completely monotone case |
scientific article; zbMATH DE number 7198988 |
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Simulation algorithms for hierarchical Archimedean copulas beyond the completely monotone case (English)
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12 May 2020
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copula
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hierarchical Archimedean copula
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simulation
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\(d\)-monotone
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0.9074798
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0.9038711
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0.90347785
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0.90308017
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0.89688385
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0.8962147
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0.89068884
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0.88321847
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