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HJ
H Joe
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Authored
4 records found
Generating random correlation matrices based on vines and extended onion method
Journal article -
D. Lewandowski
,
D. Lewandowski
,
D. Kurowicka
,
H Joe
Micro Correlations and Tail Dependence
Book chapter -
R.M. Cooke
,
C Kousky
,
H Joe
Regular Vines: Generation Algorithm and Number of Equivalence Classes
Book chapter -
H Joe
,
R.M. Cooke
,
D. Kurowicka
Vines Arise
Book chapter -
R.M. Cooke
,
H Joe
,
K Aas