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Hierarchical Archimedean Copulas Constructed with Multivariate Compound Distributions

Simon-pierre Gadoury

Last update: 30 November 2018

Copyright license: GNU General Public License, version 3.0, GNU General Public License, version 2.0

Software version identifier: 0.1.1

Cites work

• Hierarchical Archimedean copulas through multivariate compound distributions

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