Efficiently sampling nested Archimedean copulas (Q452526)
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scientific article; zbMATH DE number 6082956
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Efficiently sampling nested Archimedean copulas |
scientific article; zbMATH DE number 6082956 |
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Efficiently sampling nested Archimedean copulas (English)
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15 September 2012
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Archimedean copulas
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Laplace
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Stieltjes transforms
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sampling algorithms
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exponentially tilted stable distributions
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