Inference in multivariate Archimedean copula models
Year of publication: |
2011
|
---|---|
Authors: | Genest, Christian ; Nešlehová, Johanna ; Ziegel, Johanna |
Published in: |
TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. - Springer. - Vol. 20.2011, 2, p. 223-256
|
Publisher: |
Springer |
Subject: | Archimedean copula | Consistency | Frailty | Kendall distribution | Probability integral transform | Radial distribution | Simplex distribution | Weak convergence |
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