Efficient and accurate evaluation methods for concordance measures via functional tensor characterizations of copulas (Q2218837)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Efficient and accurate evaluation methods for concordance measures via functional tensor characterizations of copulas |
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Efficient and accurate evaluation methods for concordance measures via functional tensor characterizations of copulas (English)
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18 January 2021
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concordance measures
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copula functions
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copula infinitesimal generators
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martingale problem
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multidimensional semimartingales decomposition approximations
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semimartingales decomposition
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tensor algebra
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