Properties of hierarchical Archimedean copulas (Q4918190)
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scientific article; zbMATH DE number 6156806
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Properties of hierarchical Archimedean copulas |
scientific article; zbMATH DE number 6156806 |
Statements
Properties of hierarchical Archimedean copulas (English)
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23 April 2013
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copula
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multivariate distribution
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Archimedean copula
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stochastic ordering
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hierarchical copula
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0.95204395
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0.9376476
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0.9245819
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0.9190434
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0.9147807
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