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    CSDA
    2007
    104views more  CSDA 2007»
    Archimedean copula estimation using Bayesian splines smoothing techniques
    15 years 2 months ago
    Archimedean copula estimation using Bayesian splines smoothing techniques
    Download  www.stat.ucl.ac.be
    Copulas enable to specify multivariate distributions with given marginals.Various parametric proposals were made in the literature for these quantities, mainly in the bivariate ca...
    Philippe Lambert
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