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Exact simulation of reciprocal Archimedean copulas - MaRDI portal

Exact simulation of reciprocal Archimedean copulas (Q722659)

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Exact simulation of reciprocal Archimedean copulas
scientific article

    Statements

    title
    Exact simulation of reciprocal Archimedean copulas (English)
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    author
    Jan-Frederik Mai
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    publication date
    27 July 2018
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    zbMATH Keywords
    reciprocal Archimedean copula
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    Poisson random measure
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    simulation
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    max-infinitely divisible
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    Identifiers

    zbMATH DE Number
    6911274
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    OpenAlex ID
    W2788510515
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    arXiv ID
    1802.09996
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    Wikidata QID
    Q129736466
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