Hierarchical copulas with Archimedean blocks and asymmetric between-block pairs (Q829708)

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Hierarchical copulas with Archimedean blocks and asymmetric between-block pairs
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    Hierarchical copulas with Archimedean blocks and asymmetric between-block pairs (English)
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    6 May 2021
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    hierarchical copulas
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    asymmetric pair-copulas
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    Archimedean copulas
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    composite likelihood estimation
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    block-exchangeability
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    partitioning around mdoids
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