On convergence and mass distributions of multivariate Archimedean copulas and their interplay with the Williamson transform
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Publication:6074484
DOI10.1016/j.jmaa.2023.127555arXiv2210.11868OpenAlexW4383070158MaRDI QIDQ6074484
Nicolas Dietrich, Thimo M. Kasper, Wolfgang Trutschnig
Publication date: 19 September 2023
Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2210.11868
Multivariate analysis (62Hxx) Nonparametric inference (62Gxx) Probability theory and stochastic processes (60-XX)
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