\(H\)-extendible copulas (Q443789)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: \(H\)-extendible copulas |
scientific article; zbMATH DE number 6065054
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | \(H\)-extendible copulas |
scientific article; zbMATH DE number 6065054 |
Statements
\(H\)-extendible copulas (English)
0 references
13 August 2012
0 references
hierarchical copula
0 references
\(h\)-extendible copula
0 references
De Finetti's theorem
0 references
factor model
0 references
0 references
0 references
0 references
0 references
0.8747148
0 references
0 references
0 references
0.86611146
0 references
