Comments on: Inference in multivariate Archimedean copula models
From MaRDI portal
Publication:5970331
DOI10.1007/s11749-011-0257-zzbMath1367.62169OpenAlexW1996882035MaRDI QIDQ5970331
Publication date: 15 November 2012
Published in: Test (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11749-011-0257-z
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)
Related Items
Uses Software
Cites Work
- Multivariate Archimedean copulas, \(d\)-monotone functions and \(\ell _{1}\)-norm symmetric distributions
- Kendall distribution functions.
- Analysis of multivariate survival data
- Weak convergence and empirical processes. With applications to statistics
- Copulas: Tales and facts (with discussion)
- The frailty model.
- Detecting Dependence With Kendall Plots
- Unnamed Item
This page was built for publication: Comments on: Inference in multivariate Archimedean copula models