Zur Kurzanzeige

dc.contributor.author
Mainik, Georg
dc.date.accessioned
2017-06-11T19:03:59Z
dc.date.available
2017-06-11T19:03:59Z
dc.date.issued
2015-10
dc.identifier.issn
1095-7243
dc.identifier.issn
0047-259X
dc.identifier.other
10.1016/j.jmva.2015.07.008
dc.identifier.uri
http://hdl.handle.net/20.500.11850/103652
dc.language.iso
en
dc.publisher
Elsevier
dc.subject
Empirical copula
dc.subject
Empirical margins
dc.subject
Functional CLT
dc.subject
Iman-Conover
dc.subject
Latin hypercube sampling
dc.subject
Risk aggregation
dc.subject
Sum distribution
dc.title
Risk aggregation with empirical margins: Latin hypercubes, empirical copulas, and convergence of sum distributions
dc.type
Journal Article
ethz.journal.title
Journal of Multivariate Analysis
ethz.journal.volume
141
ethz.journal.abbreviated
J. Multivar. Anal.
ethz.pages.start
197
ethz.pages.end
216
ethz.notes
Received 4 March 2012, Published online 28 July 2015.
ethz.identifier.wos
ethz.identifier.scopus
ethz.identifier.nebis
000049428
ethz.publication.place
Amsterdam
ethz.publication.status
published
ethz.date.deposited
2017-06-11T19:04:10Z
ethz.source
ECIT
ethz.identifier.importid
imp5936536c6f18a52592
ethz.ecitpid
pub:162051
ethz.eth
yes
ethz.availability
Metadata only
ethz.rosetta.installDate
2017-07-12T17:58:04Z
ethz.rosetta.lastUpdated
2017-07-12T17:58:04Z
ethz.rosetta.exportRequired
true
ethz.rosetta.versionExported
true
ethz.COinS
ctx_ver=Z39.88-2004&rft_val_fmt=info:ofi/fmt:kev:mtx:journal&rft.atitle=Risk%20aggregation%20with%20empirical%20margins:%20Latin%20hypercubes,%20empirical%20copulas,%20and%20convergence%20of%20sum%20distributions&rft.jtitle=Journal%20of%20Multivariate%20Analysis&rft.date=2015-10&rft.volume=141&rft.spage=197&rft.epage=216&rft.issn=1095-7243&0047-259X&rft.au=Mainik,%20Georg&rft.genre=article&
 Suchen via SFX

Dateien zu diesem Eintrag

DateienGrößeFormatIm Viewer öffnen

Zu diesem Eintrag gibt es keine Dateien.

Publikationstyp

Zur Kurzanzeige