Comments on: Inference in multivariate Archimedean copula models
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Publication:5970328
DOI10.1007/S11749-011-0254-2zbMath1367.62171OpenAlexW2002137762MaRDI QIDQ5970328
Publication date: 15 November 2012
Published in: Test (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11749-011-0254-2
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)
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Inference on Archimedean copulas using mixtures of Pólya trees ⋮ A copula-based Markov chain model for serially dependent event times with a dependent terminal event
Cites Work
- Goodness-of-fit tests for copulas: A review and a power study
- Multivariate Archimedean copulas, \(d\)-monotone functions and \(\ell _{1}\)-norm symmetric distributions
- Kaplan-Meier estimate on the plane
- Statistical Inference Procedures for Bivariate Archimedean Copulas
- Model Selection and Semiparametric Inference for Bivariate Failure-Time Data
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