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Nonparametric estimation of pair-copula constructions with the empirical pair-copula

Bibliographic reference Hobæk Haff, Ingrid ; Segers, Johan. Nonparametric estimation of pair-copula constructions with the empirical pair-copula. In: Computational Statistics & Data Analysis, Vol. 84, p. 1-13 (2015)
Permanent URL http://hdl.handle.net/2078.1/154439