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"Heterogeneous tail generalized COMFORT modeling via Cholesky decomposition."
Jeffrey Näf, Marc S. Paolella, Pawel Polak (2019)
- Jeffrey Näf, Marc S. Paolella, Pawel Polak:
Heterogeneous tail generalized COMFORT modeling via Cholesky decomposition. J. Multivar. Anal. 172: 84-106 (2019)
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