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Probit transformation for nonparametric kernel estimation of the copula density
Geenens, Gery, Charpentier, Arthur, Paindaveine, DavyVolume:
23
Language:
english
Journal:
Bernoulli
DOI:
10.3150/15-BEJ798
Date:
August, 2017
File:
PDF, 1.41 MB
english, 2017