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Communication Dans Un Congrès Année : 2020

Sampling scheme for intractable copula function, application to the computation of tail events in factor copula model

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hal-04506721 , version 1 (15-03-2024)

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  • HAL Id : hal-04506721 , version 1

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Cyril Bénézet, Emmanuel Gobet, Rodrigo Targino. Sampling scheme for intractable copula function, application to the computation of tail events in factor copula model. INFORMS Annual Meeting, Nov 2020, Catonsville (virtual), United States. ⟨hal-04506721⟩
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