Efficiently sampling nested Archimedean copulas (Q452526)
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 6082956
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Efficiently sampling nested Archimedean copulas |
scientific article; zbMATH DE number 6082956 |
Statements
Efficiently sampling nested Archimedean copulas (English)
0 references
15 September 2012
0 references
Archimedean copulas
0 references
Laplace
0 references
Stieltjes transforms
0 references
sampling algorithms
0 references
exponentially tilted stable distributions
0 references
0 references
0.9137972593307496
0 references
0.9029107689857484
0 references
0.8950948119163513
0 references
0.8649483323097229
0 references
0.8285836577415466
0 references
