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2106.12367
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Identifiability and estimation of meta-elliptical copula generators
23 June 2021
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
Bikramjit Das
19
1
0
09 May 2023
1
