Sklar’s theorem, copula products, and ordering results in factor models

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Location: Deutsche Nationalbibliothek Frankfurt am Main

Extent: Online-Ressource

Language: Englisch

Bibliographic citation: Sklar’s theorem, copula products, and ordering results in factor models ; volume:9 ; number:1 ; year:2021 ; pages:267-306 ; extent:40
Dependence modeling ; 9, Heft 1 (2021), 267-306 (gesamt 40)

Creator: Ansari, Jonathan
Rüschendorf, Ludger

DOI: 10.1515/demo-2021-0113

URN: urn:nbn:de:101:1-2022081714064567574709

Rights: Open Access; Der Zugriff auf das Objekt ist unbeschränkt möglich.

Last update: 15.08.2025, 7:37 AM CEST

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Sklar’s theorem, copula products, and ordering results in factor models

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