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[会议论文] 作者:Malte Kurz, 来源:International Workshop on High-Dimensional Dependence and Co 年份:2014
[会议论文] 作者:Malte Kurz, 来源:中央财经大学 年份:2014
High-dimensional dependence modeling is an integral component of many statistical methods.In the last decade,vine copulas or pair-copula constructions have become an important tool in dependence model...
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