On the construction of nested Archimedean copulas for \(d\)-monotone generators (Q893902)

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On the construction of nested Archimedean copulas for \(d\)-monotone generators
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    On the construction of nested Archimedean copulas for \(d\)-monotone generators (English)
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    23 November 2015
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    generator derivatives
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    likelihood-based inference
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    nested Archimedean copula
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    \(d\)-monotone
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    Williamson \(d\)-transforms
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