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- W2076608411 abstract "This paper intends to present two procedures for obtaining new copulas. The first one is the composition of φ1(u) with exp(-φ2(u)), φj(u), j = 1,2 being two given Archimedean generators. The second procedure consists in the determination of the copula corresponding to the distribution of the pair of maximum values (U(N1), U(N2)) of two samples of size N1 and N2, of independent continuous uniform random variables, when (N1,N2) are strictly positive random variables with a known joint probability generating function." @default.
- W2076608411 created "2016-06-24" @default.
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- W2076608411 date "2013-01-01" @default.
- W2076608411 modified "2023-10-10" @default.
- W2076608411 title "Creating new copula models from given distributions" @default.
- W2076608411 doi "https://doi.org/10.1063/1.4825800" @default.
- W2076608411 hasPublicationYear "2013" @default.
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