Comments on: Inference in multivariate Archimedean copula models
Author:
Publisher
Springer Science and Business Media LLC
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Link
http://link.springer.com/content/pdf/10.1007/s11749-011-0252-4.pdf
Reference33 articles.
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2. Berg D, Aas K (2009) Models for construction of multivariate dependence—A comparison study. Eur J Finance 15(7):639–659
3. Bernstein SN (1928) Sur les fonctions absolument monotones. Acta Math 52:1–66
4. Duchateau L, Janssen P (2008) The frailty model. Springer, Berlin
5. Durante F, Hofert M, Scherer M (2010) Multivariate hierarchical copulas with shocks. Methodol Comput Appl Probab 12(4):681–694
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