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Semiparametric Conditional Quantile Estimation Through Copula-Based Multivariate Models

Bibliographic reference Noh, Hohsuk ; El Ghouch, Anouar ; Van Keilegom, Ingrid. Semiparametric Conditional Quantile Estimation Through Copula-Based Multivariate Models. In: Journal of Business and Economic Statistics, Vol. 33, no.2, p. 167-178 (2015)
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