"Construction and sampling of Archimedean and nested Archimedean ..."

Oliver Grothe, Marius Hofert (2015)

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DOI: 10.1016/J.JMVA.2014.12.004

access: open

type: Journal Article

metadata version: 2021-02-17

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Oliver Grothe, Marius Hofert:
Construction and sampling of Archimedean and nested Archimedean Lévy copulas. J. Multivar. Anal. 138: 182-198 (2015)

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