A clusterized copula-based probability distribution of a counting variable for high-dimensional problems
Enrico Bernardi; Silvia Romagnoli
Year of publication: |
2013
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Authors: | Bernardi, Enrico ; Romagnoli, Silvia |
Published in: |
The journal of credit risk : published quarterly by Incisive Media. - London : Incisive Media, ISSN 1744-6619, ZDB-ID 21704223. - Vol. 9.2013, 2, p. 3-26
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