Sampling scheme for intractable copula function, application to the computation of tail events in factor copula model - Archive ouverte HAL
Communication Dans Un Congrès Année : 2021

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

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hal-04506737 , version 1 (15-03-2024)

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  • HAL Id : hal-04506737 , 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. 12th International Conference on Extreme Value Analysis, Jul 2021, Edinburgh, United Kingdom. ⟨hal-04506737⟩
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