Results 151 to 160 of about 4,162 (190)

Projections of meteorological drought severity-duration variations based on CMIP6. [PDF]

open access: yesSci Rep
Behzadi F   +7 more
europepmc   +1 more source

Simulating from Exchangeable Archimedean Copulas

Communications in Statistics Part B: Simulation and Computation, 2007
Multivariate exchangeable Archimedean copulas are one of the most popular classes of copulas that are used in actuarial science and finance for modeling risk dependencies and for using them to quantify the magnitude of tail dependence. Owing to the increase in popularity of copulas to measure dependent risks, generating from multivariate copulas has ...
Michael Sherris
exaly   +2 more sources

Efficiently sampling nested Archimedean copulas

Computational Statistics and Data Analysis, 2011
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Marius Hofert
exaly   +2 more sources

Home - About - Disclaimer - Privacy