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Identifiability and estimation of meta-elliptical copula generators

Identifiability and estimation of meta-elliptical copula generators

A. Derumigny
J. Fermanian
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Papers citing "Identifiability and estimation of meta-elliptical copula generators"

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Title
Inference for heavy-tailed data with Gaussian dependence
Inference for heavy-tailed data with Gaussian dependence
Bikramjit Das
19
1
0
09 May 2023