Efficiently sampling nested Archimedean copulas-Reference-Cited by-同舟云学术

Efficiently sampling nested Archimedean copulas

Published:2011-01 Issue:1 Volume:55 Page:57-70
ISSN:0167-9473
Container-title:Computational Statistics & Data Analysis
language:en
Short-container-title:Computational Statistics & Data Analysis

Author:

Hofert Marius

Publisher

Elsevier BV

Subject

Applied Mathematics,Computational Theory and Mathematics,Computational Mathematics,Statistics and Probability

Reference28 articles.

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2. Berg, D., 2009. Copula goodness-of-fit testing: an overview and power comparison. http://www.informaworld.com/10.1080/13518470802697428(2010-03-16).

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5. An Introduction to Probability Theory and Its Applications, Vol. 2;Feller,1971

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