Inference in multivariate Archimedean copula models (Q1761523): Difference between revisions
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scientific article
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English | Inference in multivariate Archimedean copula models |
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Inference in multivariate Archimedean copula models (English)
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15 November 2012
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Archimedean copula
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consistency
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frailty
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kendall distribution
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probability integral transform
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radial distribution
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simplex distribution
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weak convergence
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