Multivariate hierarchical copulas with shocks
type: Item
instance of: scholarly article
title: Multivariate hierarchical copulas with shocks
zbMATH Open document ID: 1201.62063
author: Fabrizio Durante
author: Marius Hofert
author: Matthias Scherer
published in: Methodology and Computing in Applied Probability
publication date: 2010-11-22T00:00:00Z
Mathematics Subject Classification ID: 62H05
Mathematics Subject Classification ID: 60E05
Mathematics Subject Classification ID: 62H99
Mathematics Subject Classification ID: 65C10
Mathematics Subject Classification ID: 91B70
zbMATH DE Number: 5818135
zbMATH Keywords: copula
zbMATH Keywords: hierarchical structure
zbMATH Keywords: Marshall-Olkin distribution
zbMATH Keywords: shock model
zbMATH Keywords: singular component
describes a project that uses: QRM
MaRDI profile type: Publication
full work available at URL: s11009-009-9134-6
OpenAlex ID: W2076867230
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DOI: 10.1007/S11009-009-9134-6
description: scientific article; zbMATH DE number 5818135