A flexible and tractable class of one-factor copulas (Q340843): Difference between revisions
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Revision as of 22:55, 10 February 2024
scientific article
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English | A flexible and tractable class of one-factor copulas |
scientific article |
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A flexible and tractable class of one-factor copulas (English)
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15 November 2016
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extreme-value copula
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factor model
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multivariate copula
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high-dimension
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