Sampling nested Archimedean copulas (Q3518409)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Sampling nested Archimedean copulas
scientific article

    Statements

    title
    Sampling nested Archimedean copulas (English)
    0 references
    publication date
    7 August 2008
    0 references
    zbMATH Keywords
    Archimedean copulas
    0 references
    Laplace transforms
    0 references
    stochastic simulation
    0 references

    Identifiers

    Mathematics Subject Classification ID
    00A72
    0 references
    11K45
    0 references
    60E10
    0 references
    62E15
    0 references
    65C05
    0 references
    zbMATH DE Number
    5308950
    0 references
    OpenAlex ID
    W2162585472
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q3518409&oldid=35065779"
    Powered by MediaWiki