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 |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10009324910