Copula based hierarchical risk aggregation through sample reordering (Q2444712)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Copula based hierarchical risk aggregation through sample reordering |
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Copula based hierarchical risk aggregation through sample reordering (English)
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10 April 2014
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hierarchical risk aggregation
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copulas
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high-dimensional dependence
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Iman-Conover method
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