Aggregation of Dependent Risks Using the Koehler–Symanowski Copula Function

Journal of the American Statistical Association

Robert Fildes · International Journal of Forecasting · 1989 · 3.7K citations

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Non-Parametric Statistics for the Behavioral Sciences.

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Empirical properties of asset returns: stylized facts and statistical issues

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A Reliable Data-Based Bandwidth Selection Method for Kernel Density Estimation

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Natural Sciences, Biostatistics, Statistical Computing +13