Inference in multivariate Archimedean copula models

Test

Volumn 20, Issue 2, 2011, Pages 223-256

  Genest, Christian ^a   Nešlehová, Johanna ^a   Ziegel, Johanna ^b  

^a MCGILL UNIVERSITY   (Canada)

^b UNIVERSITY OF HEIDELBERG   (Germany)

Author keywords

Archimedean copula; Consistency; Frailty; Kendall distribution; Probability integral transform; Radial distribution; Simplex distribution; Weak convergence

Indexed keywords

EID: 80052675785     PISSN: 11330686     EISSN: None     Source Type: Journal    
DOI: 10.1007/s11749-011-0250-6     Document Type: Article

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