Conditional expectation formulae for copulas
type: Item
instance of: scholarly article
title: Conditional expectation formulae for copulas
author: Glenis J. Crane
author: John van der Hoek
published in: Australian \& New Zealand Journal of Statistics
publication date: 2024-07-17T00:00:00Z
Mathematics Subject Classification ID: 62Hxx
Mathematics Subject Classification ID: 62Gxx
Mathematics Subject Classification ID: 60Jxx
zbMATH DE Number: 7882091
zbMATH Keywords: Archimedean copulas
zbMATH Keywords: conditional expectation
zbMATH Keywords: Farlie-Gumbel-Morgenstern copulas
MaRDI profile type: Publication
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DOI: 10.1111/J.1467-842X.2007.00499.X
description: scientific article; zbMATH DE number 7882091