Checkerboard copula defined by sums of random variables (Q2175176)

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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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