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Hierarchical Kendall copulas: Properties and inference |
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| Authors: | Eike Christian Brechmann |
| Institution: | Center for Mathematical Sciences, Technische Universit?t München, Boltzmannstr. 3, D‐85747 Garching, Germany |
| Abstract: | |
| Keywords: | Hierarchical copula Kendall distribution function Multivariate copula MSC 2010: Primary 62H05 secondary 62D05 |