Convergence of Archimedean copulas
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Publication:2479336
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
62E20: Asymptotic distribution theory in statistics
62H20: Measures of association (correlation, canonical correlation, etc.)
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