A flexible and tractable class of one-factor copulas (Q340843)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6652989
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | A flexible and tractable class of one-factor copulas |
scientific article; zbMATH DE number 6652989 |
Statements
A flexible and tractable class of one-factor copulas (English)
0 references
15 November 2016
0 references
extreme-value copula
0 references
factor model
0 references
multivariate copula
0 references
high-dimension
0 references
0 references
0 references
0 references
0.8012290596961975
0 references
0.7906619310379028
0 references
0.78090900182724
0 references
0.7797902822494507
0 references
0.7756833434104919
0 references
