Stochastic Dependence Modelling Using Conditional Elliptical Processes
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Publication:2965244
DOI10.5539/JMR.V4N6P130zbMath1359.62359OpenAlexW3114371536MaRDI QIDQ2965244
Diakarya Barro, Simplice Dossou-Gbété, Saliou Diouf
Publication date: 2 March 2017
Published in: Journal of Mathematics Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.5539/jmr.v4n6p130
Gaussian processes (60G15) Measures of association (correlation, canonical correlation, etc.) (62H20) Statistics of extreme values; tail inference (62G32) Spatial models in economics (91B72)
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