H-extendible copulas

Journal of Multivariate Analysis

Volumn 110, Issue , 2012, Pages 151-160

  Mai, Jan Frederik ^a   Scherer, Matthias ^a  

^a TECHNICAL UNIVERSITY OF MUNICH   (Germany)

Author keywords

De Finetti's theorem; Factor model; H extendible copula; Hierarchical copula

Indexed keywords

EID: 84862013013     PISSN: 0047259X     EISSN: 10957243     Source Type: Journal    
DOI: 10.1016/j.jmva.2012.03.011     Document Type: Article

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