\(H\)-extendible copulas (Q443789)
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scientific article; zbMATH DE number 6065054
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | \(H\)-extendible copulas |
scientific article; zbMATH DE number 6065054 |
Statements
\(H\)-extendible copulas (English)
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13 August 2012
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hierarchical copula
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\(h\)-extendible copula
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De Finetti's theorem
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factor model
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0.8747148
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0.86611146
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