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Sampling from Archimedean n-copulas |
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| Authors: | Włodzimierz Wysocki |
| Affiliation: | 1. Institute of Computer Science, Polish Academy of Sciences, Warszawa, Polandwwysocki@ipipan.waw.pl |
| Abstract: | |
| Keywords: | Archimedean copula associated copula sampling Kendall’s tau Spearman’s rho |