Multivariate distribution models with generalized hyperbolic margins (Q959294)

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Multivariate distribution models with generalized hyperbolic margins
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    Multivariate distribution models with generalized hyperbolic margins (English)
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    11 December 2008
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    multivariate distributions
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    generalized hyperbolic distributions
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    affine-linear transforms
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    copula
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    tail dependence
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    estimation
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    random number generation
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