Multivariate distribution models with generalized hyperbolic margins (Q959294)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multivariate distribution models with generalized hyperbolic margins |
scientific article |
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Multivariate distribution models with generalized hyperbolic margins (English)
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11 December 2008
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multivariate distributions
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generalized hyperbolic distributions
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affine-linear transforms
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copula
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tail dependence
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estimation
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random number generation
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