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Statistische Verteilung
Clustering methods
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Enlargement of the dependence structure
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Hierarchical copula function
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Loss distribution
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Multivariate Verteilung
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Multivariate distribution
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Bernardi, Enrico
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Romagnoli, Silvia
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The journal of credit risk : published quarterly by Incisive Media
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A clusterized copula-based probability distribution of a counting variable for high-dimensional problems
Bernardi, Enrico
;
Romagnoli, Silvia
- In:
The journal of credit risk : published quarterly by …
9
(
2013
)
2
,
pp. 3-26
Persistent link: https://www.econbiz.de/10009781092
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