Multivariate dependence modeling based on comonotonic factors (Q512029)

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Multivariate dependence modeling based on comonotonic factors
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    Multivariate dependence modeling based on comonotonic factors (English)
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    23 February 2017
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    bi-factor
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    copula
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    dependence clusters/groups
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    Laplace transform
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    parsimonious dependence models
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