A stochastic representation and sampling algorithm for nested Archimedean copulas (Q5300812)
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scientific article; zbMATH DE number 6182389
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A stochastic representation and sampling algorithm for nested Archimedean copulas |
scientific article; zbMATH DE number 6182389 |
Statements
A stochastic representation and sampling algorithm for nested Archimedean copulas (English)
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28 June 2013
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Archimedean copulas
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nested Archimedean copulas
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Laplace-Stieltjes transforms
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sampling algorithms
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stochastic representation
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