scientific article; zbMATH DE number 6796087

zbMATH Open1389.62101MaRDI QIDQ5371435

Min Shen, Hecheng Wu

Publication date: 20 October 2017

Title of this publication is not available (Why is that?)

zbMATH Keywords

scenario simulationR-vine copulasystemically importance

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Factor analysis and principal components; correspondence analysis (62H25) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

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