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- W1835667059 abstract "As copulas are frequently used to model dependence in statistical models, it is of central importance to beable to accurately and efficiently sample from them. In the case of hierarchical Kendall copulas, a top-down samplingstrategy involves simulation of a random vector given that it lies in a particular level set. While explicit solutions areavailable when hierarchical Kendall copulas are built from Archimedean copulas, this paper presents new results forthe Plackett copula and for Archimax copulas, which also include the class of extreme-value copulas. Additionally, newapproximate sampling procedures for hierarchical Kendall copulas are proposed and evaluated in a simulation study." @default.
- W1835667059 created "2016-06-24" @default.
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- W1835667059 date "2013-06-25" @default.
- W1835667059 modified "2023-09-26" @default.
- W1835667059 title "Sampling from hierarchical Kendall copulas" @default.
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