Convergence of Archimedean copulas

DOI10.1016/j.spl.2007.07.014zbMath1139.62303OpenAlexW2163020473MaRDI 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

generatorKendall distribution function

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Measures of association (correlation, canonical correlation, etc.) (62H20)

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