Inference in multivariate Archimedean copula models (Q1761523)

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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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