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Correlation and risk measurement modeling: A Markov-switching mixed Clayton copula approach.

Xiang-dong LiuFei PanWenli CaiRui Peng
Published in: Reliab. Eng. Syst. Saf. (2020)
Keyphrases
  • dependence structure
  • high risk
  • databases
  • information retrieval
  • decision making
  • risk assessment
  • neural network
  • image sequences
  • least squares
  • graphical models
  • model selection
  • directed acyclic graph