Semiparametric bivariate Archimedean copulas (Q901593): Difference between revisions

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Semiparametric bivariate Archimedean copulas
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    Semiparametric bivariate Archimedean copulas (English)
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    12 January 2016
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    Archimedean copulas
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    natural cubic splines
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    semiparametric dependence model
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    tail dependence
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    regular variation
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