Blar i NTNU Open på forfatter "Nævestad, Markus"
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Multivariate Distributions Through Pair-Copula Construction: Theory and Applications
Nævestad, Markus (Master thesis, 2009)It is often very difficult, particularly in higher dimensions, to find a good multivariate model that describes both marginal behavior and dependence structure of data efficiently. The copula approach to multivariate models ...