A stochastic representation and sampling algorithm for...

A stochastic representation and sampling algorithm for nested Archimedean copulas

Hofert, Marius
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Volume:
82
Language:
english
Journal:
Journal of Statistical Computation and Simulation
DOI:
10.1080/00949655.2011.574632
Date:
September, 2012
File:
PDF, 405 KB
english, 2012
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