On weak conditional convergence of bivariate Archimedean and extreme value copulas, and consequences to nonparametric estimation (Q1983600)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On weak conditional convergence of bivariate Archimedean and extreme value copulas, and consequences to nonparametric estimation |
scientific article |
Statements
On weak conditional convergence of bivariate Archimedean and extreme value copulas, and consequences to nonparametric estimation (English)
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10 September 2021
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Archimedean copula
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extreme value copula
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checkerboard copula
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weak convergence
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estimation
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dependence measure
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