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On Structure, Family and Parameter Estimation of Hierarchical Archimedean Copulas
- 1.GÓRECKI, J., HOFERT, M., HOLEŇA, Martin. On Structure, Family and Parameter Estimation of Hierarchical Archimedean Copulas. Journal of Statistical Computation and Simulation. 2017, 87(17), 3261-3324. ISSN 0094-9655. E-ISSN 1563-5163. Available: doi: 10.1080/00949655.2017.1365148
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