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Up- and down-correlations in normal variance mixture models - MaRDI portal

Up- and down-correlations in normal variance mixture models (Q6192365)

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scientific article; zbMATH DE number 7803470
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Up- and down-correlations in normal variance mixture models
scientific article; zbMATH DE number 7803470

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    Up- and down-correlations in normal variance mixture models (English)
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    12 February 2024
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    dependence structure
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    correlation
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    elliptical distribution
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    linear model
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