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On Trivariate Copulas with Bivariate Linear Spearman Marginal Copulas

On Trivariate Copulas with Bivariate Linear Spearman Marginal Copulas
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机构地区 FRSGlobal Switzerland
出处 《Journal of Mathematics and System Science》 2012年第6期368-383,共16页 数学和系统科学(英文版)
关键词 凸线性组合 a函数 三元系 BERNOULLI 二元 Copula 不等式组 参数化建模 Trivariate copula, linear Spearman copula, compatible copulas, Bernoulli mixture, Spearman rho.
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参考文献31

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