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Efficiently sampling exchangeable Cuadras-Augé copulas in high dimensions - MaRDI portal

Efficiently sampling exchangeable Cuadras-Augé copulas in high dimensions (Q730891)

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scientific article; zbMATH DE number 5610230
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English
Efficiently sampling exchangeable Cuadras-Augé copulas in high dimensions
scientific article; zbMATH DE number 5610230

    Statements

    Efficiently sampling exchangeable Cuadras-Augé copulas in high dimensions (English)
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    1 October 2009
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    Cuadras-Augé copula
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    sampling algorithm
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    Poisson process
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