A general approach to generate random variates for multivariate copulae (Q4639821)
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scientific article; zbMATH DE number 6867967
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A general approach to generate random variates for multivariate copulae |
scientific article; zbMATH DE number 6867967 |
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A general approach to generate random variates for multivariate copulae (English)
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11 May 2018
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copula
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extreme value distributions
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Hastings algorithm
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metropolis
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random variate generation
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