Simulating from Exchangeable Archimedean Copulas

ISSN： 0361-0918

Source： Communications in Statistics: Simulation and Computation, Vol.36, Iss.5, 2007-09, pp. : 1019-1034

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract

Related content

Sampling nested Archimedean copulas

By McNeil Alexander

Journal of Statistical Computation and Simulation, Vol. 78, Iss. 6, 2008-01 ,pp. : 567-581

Taylor & Francis Ltd

Access to resources Recommend Favorite

Mixture Representation of the Maximum Entropy Density Through Archimedean Copulas

By Rodrigues Josemar

Communications in Statistics: Theory and Methods, Vol. 37, Iss. 18, 2008-01 ,pp. : 2943-2952

Taylor & Francis Ltd

Access to resources Recommend Favorite

A New Method for the Construction of Bivariate Archimedean Copulas Based on the λ Function

By Michiels Frederik

Communications in Statistics: Theory and Methods, Vol. 40, Iss. 15, 2011-01 ,pp. : 2670-2679

Taylor & Francis Ltd

Access to resources Recommend Favorite

Copulas Constructed from Horizontal Sections

By Klement Erich Peter

Communications in Statistics: Theory and Methods, Vol. 36, Iss. 16, 2007-12 ,pp. : 2901-2911

Taylor & Francis Ltd

Access to resources Recommend Favorite

Gluing Copulas

By Siburg Karl Friedrich

Communications in Statistics: Theory and Methods, Vol. 37, Iss. 19, 2008-01 ,pp. : 3124-3134

Taylor & Francis Ltd

Access to resources Recommend Favorite