A stochastic representation and sampling algorithm for nested Archimedean copulas
Author:
Publisher
Informa UK Limited
Subject
Applied Mathematics,Statistics, Probability and Uncertainty,Modeling and Simulation,Statistics and Probability
Link
http://www.tandfonline.com/doi/pdf/10.1080/00949655.2011.574632
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2. N.H. Abel,Untersuchung der Functionen zweier unabhängig veränderlichen Größen x und y, wie f(x,y), welche die Eigenschaft haben, daß f(z,f(x,y)) eine symmetrische Function von z, x und y ist, J. für die Reine und Angewandte Mathematik 1 (1826), pp. 11–15
3. Goodness-of-fit tests for parametric families of Archimedean copulas
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