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34
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MA
2010
Springer
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Communications
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MA 2010
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From Archimedean to Liouville copulas
13 years 10 months ago
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www.ma.hw.ac.uk
We use a recent characterization of the d-dimensional Archimedean copulas as the survival copulas of d-dimensional simplex distributions (McNeil and Neˇslehov´a (2009)) to const...
Alexander J. McNeil, Johanna Neslehová
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