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Semiparametric Gaussian copula models: Geometry and efficient rank-based Estimation

Bibliographic reference Segers, Johan ; van den Akker, Ramon ; Werker, Bas. Semiparametric Gaussian copula models: Geometry and efficient rank-based Estimation. ISBA Discussion Paper ; 2013/30 (2013) 47 pages
Permanent URL http://hdl.handle.net/2078.1/131771