Convergence of Archimedean copulas (Q2479336): Difference between revisions

@@ Property / DOI @@
-.1016/j.spl.2007.07.014
@@ Property / DOI: 10.1016/j.spl.2007.07.014 / rank @@
-Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.spl.2007.07.014
+Normal rank
@@ Property / OpenAlex ID @@
+W2163020473
@@ Property / OpenAlex ID: W2163020473 / rank @@
+Normal rank
@@ Property / cites work @@
+On Kendall's process
@@ Property / cites work: On Kendall's process / rank @@
+Normal rank
@@ Property / cites work @@
+Lower tail dependence for Archimedean copulas: characterizations and pitfalls
+Normal rank
@@ Property / cites work @@
+Copules archimédiennes et families de lois bidimensionnelles dont les marges sont données
+Normal rank
@@ Property / cites work @@
+Statistical Inference Procedures for Bivariate Archimedean Copulas
+Normal rank
@@ Property / cites work @@
+Goodness-of-fit Procedures for Copula Models Based on the Probability Integral Transformation
+Normal rank
@@ Property / cites work @@
+Copula convergence theorems for tail events.
@@ Property / cites work: Copula convergence theorems for tail events. / rank @@
+Normal rank
@@ Property / cites work @@
+A probabilistic interpretation of complete monotonicity
+Normal rank
@@ Property / cites work @@
+Families of Multivariate Distributions
@@ Property / cites work: Families of Multivariate Distributions / rank @@
+Normal rank
@@ Property / cites work @@
+An introduction to copulas. Properties and applications
+Normal rank
@@ Property / cites work @@
+Bivariate Survival Models Induced by Frailties
@@ Property / cites work: Bivariate Survival Models Induced by Frailties / rank @@
+Normal rank
@@ Property / cites work @@
+Correlation smile matching for collateralized debt obligation tranches with α-stable distributions and fitted Archimedean copula models
+Normal rank
@@ Property / cites work @@
+Q3336431
@@ Property / cites work: Q3336431 / rank @@
+Normal rank
@@ Property / cites work @@
+Model Selection and Semiparametric Inference for Bivariate Failure-Time Data
+Normal rank
@@ Property / DOI @@
+.1016/J.SPL.2007.07.014
@@ Property / DOI: 10.1016/J.SPL.2007.07.014 / rank @@
+Normal rank