A flexible and tractable class of one-factor copulas

A flexible and tractable class of one-factor copulas

Mazo, Gildas, Girard, Stéphane, Forbes, Florence
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Volume:
26
Language:
english
Journal:
Statistics and Computing
DOI:
10.1007/s11222-015-9580-7
Date:
September, 2016
File:
PDF, 959 KB
english, 2016
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