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Found 121 Documents (Results 1–100)

Bernstein copulas and composite Bernstein copulas. (English) Zbl 1453.62498

Jiao, Ying (ed.), From probability to finance. Lecture notes of BICMR summer school on financial mathematics, Beijing International Center for Mathematical Research, Beijing, China, May 29 – June 9, 2017. Singapore: Springer. Math. Lect. Peking Univ., 183-217 (2020).
MSC:  62H05 62H20 62P05
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Estimation of the maximum correlation coefficient using Bernstein copula. (English. Russian original) Zbl 1365.93491

Autom. Remote Control 78, No. 4, 741-753 (2017); translation from Datchiki Sist. 2016, No. 2, 10-18 (2016).
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