Efficiently sampling nested Archimedean copulas

Published 2010 View Full Article

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Title
Efficiently sampling nested Archimedean copulas
Authors
Keywords
-
Journal
COMPUTATIONAL STATISTICS & DATA ANALYSIS
Volume 55, Issue 1, Pages 57-70
Publisher
Elsevier BV
Online
2010-05-07
DOI
10.1016/j.csda.2010.04.025

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