Sampling Archimedean copulas

Computational Statistics and Data Analysis

Volumn 52, Issue 12, 2008, Pages 5163-5174

  Hofert, Marius ^a  

^a UNIVERSITY OF ULM   (Germany)

Author keywords

[No Author keywords available]

Indexed keywords

LAPLACE TRANSFORMS; MATHEMATICAL TRANSFORMATIONS;

(I ,J) CONDITIONS; DIRECT SAMPLING; ELSEVIER (CO); LARGE DIMENSIONS; NUMERICAL INVERSION; RUN TIME; SAMPLING ALGORITHMS;

SAMPLING;

EID: 47749098867     PISSN: 01679473     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.csda.2008.05.019     Document Type: Article

References (26)

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