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Dependence modeling with copulas
Dependence Modeling with Copulas covers the substantial advances that have taken place in the field during the last 15 years, including vine copula modeling of high-dimensional data. Vine copula models are constructed from a sequence of bivariate copulas. The book develops generalizations of vine co...
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| Lenguaje: | eng |
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Taylor and Francis
2014
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| Acceso en línea: | http://cds.cern.ch/record/1735276 |