Default models based on scale mixtures of Marshall-Olkin...

Metrika 2013 / 02 Vol. 76; Iss. 2

Default models based on scale mixtures of Marshall-Olkin copulas: properties and applications

Bernhart, German, Escobar Anel, Marcos, Mai, Jan-Frederik, Scherer, Matthias
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Volume:
76
Language:
english
Journal:
Metrika
DOI:
10.1007/s00184-012-0382-z
Date:
February, 2013
File:
PDF, 632 KB
english, 2013
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