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Truncation invariant copulas and a testing procedure
Journal article   Peer reviewed

Truncation invariant copulas and a testing procedure

Journal of Statistical Computation and Simulation, Vol.86(12), pp.2362-2378
86
06/11/2015
Handle:
https://hdl.handle.net/10863/3205

Abstract

Quantitative methods and economic modeling Copulas Computational statistics Multivariate analysis

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