A test for Archimedeanity in bivariate copula models

Author:

Bücher Axel,Dette Holger,Volgushev Stanislav

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Numerical Analysis,Statistics and Probability

Reference33 articles.

1. Associative Functions—Triangular Norms and Copulas;Alsina,2006

2. On the Ghoudi, Khoudraji, and Rivest test for extreme-value dependence;Ben Ghorbal;Canad. J. Statist.,2009

3. A. Bücher, Statistical inference for copulas and extremes, Ph.D. Thesis, Ruhr-Universität Bochum, Germany, 2011.

4. A note on bootstrap approximations for the empirical copula process;Bücher;Statist. Probab. Lett.,2010

5. Tails of multivariate Archimedean copulas;Charpentier;J. Multivariate Anal.,2009

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