Gaussian approximation of conditional elliptical copulas (Q444996)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Gaussian approximation of conditional elliptical copulas |
scientific article |
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Gaussian approximation of conditional elliptical copulas (English)
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24 August 2012
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conditional copulas
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univariate conditioning
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truncation of the first variable
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Gumbel max-domain of attraction
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