Multivariate hierarchical copulas with shocks (Q607608)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Multivariate hierarchical copulas with shocks |
scientific article; zbMATH DE number 5818135
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Multivariate hierarchical copulas with shocks |
scientific article; zbMATH DE number 5818135 |
Statements
Multivariate hierarchical copulas with shocks (English)
0 references
22 November 2010
0 references
copula
0 references
hierarchical structure
0 references
Marshall-Olkin distribution
0 references
shock model
0 references
singular component
0 references
0.8201923370361328
0 references
0.7969323396682739
0 references
0.7915036082267761
0 references
0.7813690304756165
0 references
0.7804549336433411
0 references
