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"On the simplified pair-copula construction - Simply useful or too simplistic?"
Ingrid Hobæk Haff, Kjersti Aas, Arnoldo Frigessi (2010)
- Ingrid Hobæk Haff, Kjersti Aas, Arnoldo Frigessi:
On the simplified pair-copula construction - Simply useful or too simplistic? J. Multivar. Anal. 101(5): 1296-1310 (2010)
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