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Composite likelihood estimation method for hierarchical Archimedean copulas defined with multivariate compound distributions

Hélène Cossette, Simon-Pierre Gadoury, Etienne Marceau, Christian Y. Robert. Composite likelihood estimation method for hierarchical Archimedean copulas defined with multivariate compound distributions. J. Multivariate Analysis, 172:59-83, 2019. [doi]

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