Found 6 Documents (Results 1–6)
Simulation algorithms for hierarchical Archimedean copulas beyond the completely monotone case. (English) Zbl 1448.62065
Simulating realistic correlation matrices for financial applications: correlation matrices with the Perron-Frobenius property. (English) Zbl 07193726
MSC:
62-XX
The mean of Marshall-Olkin-dependent exponential random variables. (English) Zbl 1365.62189
Cherubini, Umberto (ed.) et al., Marshall-Olkin distributions – advances in theory and applications. Selected papers based on the presentations at the conference, Bologna, Italy, October 2–3, 2013. Cham: Springer (ISBN 978-3-319-19038-9/hbk; 978-3-319-19039-6/ebook). Springer Proceedings in Mathematics & Statistics 141, 33-50 (2015).
MSC:
62H10
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