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1602.05807
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On distributions with fixed marginals maximizing the joint or the prior default probability, estimation, and related results
18 February 2016
T. Mroz
J. Fernández Sánchez
Sebastian Fuchs
W. Trutschnig
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Papers citing
"On distributions with fixed marginals maximizing the joint or the prior default probability, estimation, and related results"
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Quantifying directed dependence via dimension reduction
Sebastian Fuchs
92
21
0
19 Dec 2021
1
