Multivariate models for dependent clusters of variables with conditional independence given aggregation variables (Q1659364)

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Multivariate models for dependent clusters of variables with conditional independence given aggregation variables
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    Multivariate models for dependent clusters of variables with conditional independence given aggregation variables (English)
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    15 August 2018
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    dependence modeling
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    copula
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    multivariate skew-\(t\)
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    tail asymmetry
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    tail dependence
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