Checkerboard copula defined by sums of random variables (Q2175176)
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English | Checkerboard copula defined by sums of random variables |
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Checkerboard copula defined by sums of random variables (English)
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28 April 2020
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multivariate distributions
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checkerboard copula
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Spearman rho rank correlation
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entropy
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case study
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optimization procedure
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portfolio safeguard
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PSG
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