Efficiently sampling exchangeable Cuadras-Augé copulas in high dimensions (Q730891)
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scientific article
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English | Efficiently sampling exchangeable Cuadras-Augé copulas in high dimensions |
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Efficiently sampling exchangeable Cuadras-Augé copulas in high dimensions (English)
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1 October 2009
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Cuadras-Augé copula
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sampling algorithm
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Poisson process
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