Gaussian approximation of conditional elliptical copulas (Q444996): Difference between revisions

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Latest revision as of 14:56, 5 July 2024

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Gaussian approximation of conditional elliptical copulas
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    Gaussian approximation of conditional elliptical copulas (English)
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    24 August 2012
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    conditional copulas
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    univariate conditioning
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    truncation of the first variable
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    Gumbel max-domain of attraction
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