Simulating from Exchangeable Archimedean Copulas

DOI10.1080/03610910701539781zbMath1126.62041OpenAlexW2011582975MaRDI QIDQ5436420

Michael Sherris, Emiliano A. Valdez, Florence Wu

Publication date: 16 January 2008

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610910701539781

zbMATH Keywords

simulationArchimedean copulas

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

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