Extreme points of the \(N\)-dimensional elliptope: application to universal copulas (Q2818650)
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scientific article; zbMATH DE number 6625081
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Extreme points of the \(N\)-dimensional elliptope: application to universal copulas |
scientific article; zbMATH DE number 6625081 |
Statements
7 September 2016
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correlation matrix
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positive semi-definite property
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canonical parameterization
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extreme points
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universal copula
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linear circular copula
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0.86172366
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0.8600443
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0.85335404
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0.8508542
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0.84601915
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Extreme points of the \(N\)-dimensional elliptope: application to universal copulas (English)
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