Okhrin, Ostap; Okhrin, Yarema; Schmid, Wolfgang - 2009
tests and constructing confidence intervals. Furthermore, we analyse dependence orderings, multivariate dependence measures … for general hierarchical Archimedean copulas. -- Copula ; multivariate distribution ; Archimedean copula ; stochastic …. Furthermore, we analyse dependence orderings, multivariate dependence measures
and extreme value copulas. Special attention we pay …