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Efficient Estimation of Semiparametric Multivariate Copula Models
Xiaohong Chen, Yanqin Fan and Viktor TsyrennikovVolume:
101
Language:
english
Journal:
Journal of the American Statistical Association
DOI:
10.2307/27590797
Date:
September, 2006
File:
PDF, 1.52 MB
english, 2006