A flexible and tractable class of one-factor copulas (Q340843)
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scientific article; zbMATH DE number 6652989
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A flexible and tractable class of one-factor copulas |
scientific article; zbMATH DE number 6652989 |
Statements
A flexible and tractable class of one-factor copulas (English)
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15 November 2016
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extreme-value copula
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factor model
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multivariate copula
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high-dimension
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