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A GLM Approach to Estimating Copula Models |
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| Authors: | Amir T Payandeh Najafabadi Marjan Qazvini |
| Institution: | 1. Mathematical Sciences Department, Shahid Beheshti University, G.C. Evin, Tehran, Iran;2. E.C.O College of Insurance, Allameh Tabatabái University, Tehran, Iran |
| Abstract: | |
| Keywords: | Copula GLM Parameter estimation Quantile regression 2010 |