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Nonparametric estimation of the tree structure of a nested Archimedean copula

Bibliographic reference Segers, Johan ; Uyttendaele, Nathan. Nonparametric estimation of the tree structure of a nested Archimedean copula. ISBA Discussion paper ; 2013/09 (2013) 25 pages
Permanent URL http://hdl.handle.net/2078.1/127230