A note on upper-patched generators for Archimedean copulas
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Publication:4578048
DOI10.1051/ps/2017003zbMath1395.62134OpenAlexW2565724030MaRDI QIDQ4578048
Elena Di Bernardino, Didier Rullière
Publication date: 7 August 2018
Published in: ESAIM: Probability and Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1051/ps/2017003
Asymptotic distribution theory in statistics (62E20) Measures of association (correlation, canonical correlation, etc.) (62H20) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Probability distributions: general theory (60E05)
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Cites Work
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