Inference in multivariate Archimedean copula models
type: Item
instance of: scholarly article
title: Inference in multivariate Archimedean copula models
zbMATH Open document ID: 1274.62399
author: Christian Genest
author: Johanna Nešlehová
author: Johanna F. Ziegel
published in: Test
publication date: 2012-11-15T00:00:00Z
Mathematics Subject Classification ID: 62H05
Mathematics Subject Classification ID: 62G05
Mathematics Subject Classification ID: 62H12
Mathematics Subject Classification ID: 62H20
Mathematics Subject Classification ID: 62G20
zbMATH DE Number: 6106913
zbMATH Keywords: Archimedean copula
zbMATH Keywords: consistency
zbMATH Keywords: frailty
zbMATH Keywords: kendall distribution
zbMATH Keywords: probability integral transform
zbMATH Keywords: radial distribution
zbMATH Keywords: simplex distribution
zbMATH Keywords: weak convergence
describes a project that uses: QRM
MaRDI profile type: Publication
full work available at URL: s11749-011-0250-6
OpenAlex ID: W2093133099
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DOI: 10.1007/S11749-011-0250-6
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