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Revision as of 11:22, 10 February 2024

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Sklar's theorem, copula products, and ordering results in factor models
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    Sklar's theorem, copula products, and ordering results in factor models (English)
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    3 January 2022
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    componentwise convex copulas
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    concordance order
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    conditional distribution function
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    conditional independence
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    factor model
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    product of copulas
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