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"Identifiability and estimation of meta-elliptical copula generators."

Alexis Derumigny, Jean-David Fermanian (2022)

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DOI: 10.1016/J.JMVA.2022.104962

access: closed

type: Journal Article

metadata version: 2022-06-23

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Alexis Derumigny, Jean-David Fermanian:
Identifiability and estimation of meta-elliptical copula generators. J. Multivar. Anal. 190: 104962 (2022)

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