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"Efficiently sampling nested Archimedean copulas."

Marius Hofert (2011)

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DOI: 10.1016/J.CSDA.2010.04.025

access: closed

type: Journal Article

metadata version: 2024-08-04

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Marius Hofert:
Efficiently sampling nested Archimedean copulas. Comput. Stat. Data Anal. 55(1): 57-70 (2011)

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