Exact simulation of reciprocal Archimedean copulas (Q722659)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6911274
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Exact simulation of reciprocal Archimedean copulas |
scientific article; zbMATH DE number 6911274 |
Statements
Exact simulation of reciprocal Archimedean copulas (English)
0 references
27 July 2018
0 references
reciprocal Archimedean copula
0 references
Poisson random measure
0 references
simulation
0 references
max-infinitely divisible
0 references
0 references
0 references
0 references
0.8733481168746948
0 references
0.7740405201911926
0 references
0.766077995300293
0 references
0.7629238367080688
0 references
