Inference in multivariate Archimedean copula models

DOI10.1007/s11749-011-0250-6zbMath1274.62399OpenAlexW2093133099MaRDI QIDQ1761523

Johanna G. Nešlehová, Christian Genest, Johanna F. Ziegel

Publication date: 15 November 2012

Published in: Test (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11749-011-0250-6

zbMATH Keywords

weak convergenceconsistencyfrailtyArchimedean copulaprobability integral transformradial distributionsimplex distributionkendall distribution

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Measures of association (correlation, canonical correlation, etc.) (62H20) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

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Uses Software

• QRM

Cites Work

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