Multivariate patchwork copulas: a unified approach with applications to partial comonotonicity (Q2015661)
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English | Multivariate patchwork copulas: a unified approach with applications to partial comonotonicity |
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Multivariate patchwork copulas: a unified approach with applications to partial comonotonicity (English)
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23 June 2014
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comonotonicity
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copula
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patchwork construction
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tail dependence
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