Found 15 Documents (Results 1–15)
Detection of block-exchangeable structure in large-scale correlation matrices. (English) Zbl 1411.62038
Reviewer: Fraser Daly (Edinburgh)
The class of multivariate max-id copulas with \(\ell_{1}\)-norm symmetric exponent measure. (English) Zbl 1415.62030
Multivariate Archimedean copulas, \(d\)-monotone functions and \(\ell _{1}\)-norm symmetric distributions. (English) Zbl 1173.62044
Additivity properties for value-at-risk under archimedean dependence and heavy-tailedness. (English) Zbl 1163.91431
MSC:
91B30
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