Gaussian mixture copulas for flexible dependence modelling in the body and tails of joint distributions

Fuente: arXiv

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Bibliographic Details
Main Authors:	André, Lídia M., Tawn, Jonathan A.
Format:	Preprint
Published:	2025
Subjects:	Methodology Applications
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2503.06255