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Constructing copula functions with weighted geometric means - MaRDI portal

Constructing copula functions with weighted geometric means (Q840726)

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scientific article; zbMATH DE number 5603625
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English
Constructing copula functions with weighted geometric means
scientific article; zbMATH DE number 5603625

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    Constructing copula functions with weighted geometric means (English)
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    14 September 2009
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    mixtures of copulas
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    geometric mean
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    power series copulas
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    stochastic dependence
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    invariant families
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