Rejoinder on: Inference in multivariate Archimedean copula models

DOI10.1007/s11749-011-0258-yzbMath1367.62165OpenAlexW2031749576MaRDI QIDQ1761525

Johanna G. Nešlehová, Christian Genest, Johanna F. Ziegel

Publication date: 15 November 2012

Published in: Test (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11749-011-0258-y

Mathematics Subject Classification ID

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 (1)

Sampling from Archimedean n-copulas

Cites Work

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• A goodness-of-fit test for Archimedean copula models in the presence of right censoring
• Discussion: Statistical models and methods for dependence in insurance data
• Diagonal copulas of archimedean class

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