Multivariate patchwork copulas: a unified approach with applications to partial comonotonicity (Q2015661)

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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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