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FANG Kaitai
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The meta-elliptical distributions with given marginals
Journal article
Journal of Multivariate Analysis,2002, volume: 82, issue: 1, pages: 1-16
Authors:
Fang, Hongbin
;
Fang, Kaitai
;
Kotz, Samuel
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Submit date：2021/05/13
Conditional quantile
Copulas
Elliptically contoured distributions
Kendall's τ
Likelihood ratio dependence
Multivariate distribution
Regression dependence
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