A new method to construct high-dimensional copulas with Bernoulli and Coxian-2 distributions (Q6200934)

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scientific article; zbMATH DE number 7823258
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A new method to construct high-dimensional copulas with Bernoulli and Coxian-2 distributions
scientific article; zbMATH DE number 7823258

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    A new method to construct high-dimensional copulas with Bernoulli and Coxian-2 distributions (English)
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    25 March 2024
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    generalized Farlie-Gumbel-Morgenstern copulas
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    high-dimensional copulas
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    high-dimensional simulation
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    measures of multivariate association
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    stochastic representation
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