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Method for constructing multivariate distributions by Archimedean copulas

Hillali, Younès (1999), Method for constructing multivariate distributions by Archimedean copulas. https://basepub.dauphine.fr/handle/123456789/12017

Type
Document de travail / Working paper
Date
1999
Series title
Cahiers du Ceremade
Series number
9944
Pages
7
Metadata
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Author(s)
Hillali, Younès
Subjects / Keywords
Distribution (théorie des probabilités); Analyse multivariée