Multivariate dependence modeling based on comonotonic factors (Q512029)
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scientific article; zbMATH DE number 6688299
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multivariate dependence modeling based on comonotonic factors |
scientific article; zbMATH DE number 6688299 |
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Multivariate dependence modeling based on comonotonic factors (English)
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23 February 2017
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bi-factor
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copula
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dependence clusters/groups
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Laplace transform
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parsimonious dependence models
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0.8901477
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0.8713461
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