Convergence of Archimedean copulas

DOI10.1016/j.spl.2007.07.014zbMath1139.62303MaRDI QIDQ2479336

Johan Segers, Arthur Charpentier

Publication date: 26 March 2008

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2007.07.014

zbMATH Keywords

generator; Kendall distribution function

Mathematics Subject Classification ID

62E20: Asymptotic distribution theory in statistics

62H20: Measures of association (correlation, canonical correlation, etc.)

Related Items

Constructing Archimedean copulas from diagonal sections, Archimedean copulas in finite and infinite dimensions -- with application to ruin problems, Lower tail dependence for Archimedean copulas: characterizations and pitfalls, Inference in multivariate Archimedean copula models, On beta-product convolutions, Unnamed Item

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