Dependence structure of conditional Archimedean copulas

Journal of Multivariate Analysis

Volumn 99, Issue 3, 2008, Pages 372-385

  Mesfioui, Mhamed ^a   Quessy, Jean François ^a  

^a UNIVERSITÉ DU QUÉBEC À TROIS RIVIÈRES   (Canada)

Author keywords

Archimedean copulas; Conditional distributions; Fr chet upper bound

Indexed keywords

EID: 38449090734     PISSN: 0047259X     EISSN: 10957243     Source Type: Journal    
DOI: 10.1016/j.jmva.2006.10.007     Document Type: Article

References (18)

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