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    MA
    2010
    Springer
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    From Archimedean to Liouville copulas
    13 years 3 months ago
    From Archimedean to Liouville copulas
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    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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