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Copula modeling from Abe Sklar to the present day

, , and . Journal of Multivariate Analysis, (May 2024)Publisher Copyright: © 2023.
DOI: 10.1016/j.jmva.2023.105278

Abstract

This paper provides a structured overview of the contents of the Special Issue of the Journal of Multivariate Analysis on “Copula modeling from Abe Sklar to the present day,” along with a brief history of the development of the field.

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