Efficiently sampling exchangeable Cuadras-Augé copulas in high dimensions
type: Item
instance of: scholarly article
title: Efficiently sampling exchangeable Cuadras-Augé copulas in high dimensions
zbMATH Open document ID: 1171.62036
author: Jan-Frederik Mai
author: Matthias Scherer
published in: Information Sciences
publication date: 2009-10-01T00:00:00Z
Mathematics Subject Classification ID: 62H05
Mathematics Subject Classification ID: 65C60
Mathematics Subject Classification ID: 62P05
zbMATH DE Number: 5610230
zbMATH Keywords: Cuadras-Augé copula
zbMATH Keywords: sampling algorithm
zbMATH Keywords: Poisson process
MaRDI profile type: Publication
full work available at URL: j.ins.2008.09.004
OpenAlex ID: W1967067650
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DOI: 10.1016/J.INS.2008.09.004
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description: scientific article; zbMATH DE number 5610230