Efficiently sampling exchangeable Cuadras-Augé copulas in high dimensions (Q730891)
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scientific article; zbMATH DE number 5610230
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| English | Efficiently sampling exchangeable Cuadras-Augé copulas in high dimensions |
scientific article; zbMATH DE number 5610230 |
Statements
Efficiently sampling exchangeable Cuadras-Augé copulas in high dimensions (English)
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1 October 2009
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Cuadras-Augé copula
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sampling algorithm
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Poisson process
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0.90823513
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0.88271415
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0.87628293
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0.87004507
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0.8679281
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0.8623451
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