Multivariate hierarchical copulas with shocks (Q607608)
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scientific article; zbMATH DE number 5818135
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Multivariate hierarchical copulas with shocks |
scientific article; zbMATH DE number 5818135 |
Statements
Multivariate hierarchical copulas with shocks (English)
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22 November 2010
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copula
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hierarchical structure
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Marshall-Olkin distribution
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shock model
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singular component
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0.8201923370361328
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0.7969323396682739
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0.7915036082267761
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0.7813690304756165
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0.7804549336433411
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