Comments on: Inference in multivariate Archimedean copula models

DOI10.1007/s11749-011-0253-3zbMath1367.62166OpenAlexW2078986871MaRDI QIDQ5970327

Paul Janssen, Luc Duchateau

Publication date: 15 November 2012

Published in: Test (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11749-011-0253-3

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)

Inference on Archimedean copulas using mixtures of Pólya trees

Cites Work

• An introduction to copulas.
• Multivariate Archimedean copulas, \(d\)-monotone functions and \(\ell _{1}\)-norm symmetric distributions
• From Archimedean to Liouville copulas
• Analysis of multivariate survival data
• Inference in multivariate Archimedean copula models
• Multivariate distributions from mixtures of max-infinitely divisible distributions
• Modeling interval-censored, clustered cow udder quarter infection times through the shared gamma frailty model
• The frailty model.
• Estimation of a Conditional Copula and Association Measures
• Frailty models and copulas: similarities and differences

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