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Nested Archimedean copulas: a new class of nonparametric tree structure estimators

Bibliographic reference Uyttendaele, Nathan. Nested Archimedean copulas: a new class of nonparametric tree structure estimators. ISBA Discussion Paper ; 2014/28 (2014) 24 pages
Permanent URL http://hdl.handle.net/2078.1/146542