A test for Archimedeanity in bivariate copula models

Journal of Multivariate Analysis

Volumn 110, Issue , 2012, Pages 121-132

  Bücher, Axel ^a   Dette, Holger ^a   Volgushev, Stanislav ^a  

^a RUHR UNIVERSITY BOCHUM   (Germany)

Author keywords

Archimedean copula; Associativity; Functional delta method; Multiplier bootstrap

Indexed keywords

EID: 84862000283     PISSN: 0047259X     EISSN: 10957243     Source Type: Journal    
DOI: 10.1016/j.jmva.2012.01.026     Document Type: Article

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