Convergence of Archimedean copulas (Q2479336): Difference between revisions

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