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Convergence of Archimedean copulas

descriptionPublicationkeyboard_double_arrow_right Article , Research , Other literature type , Preprint 01 Jan 2006 Netherlands English Publisher:Elsevier BVJournal:Statistics & Probability Letters, volume 78, pages 412-419 (issn: 0167-7152, Copyright policy )Funded by:NSERC | unidentified
Authors: Charpentier, Arthur; Segers, Johan;

doi: 10.1016/j.spl.2007.07.014 , 10.2139/ssrn.900113

Convergence of Archimedean copulas

Abstract

zbMATH Open Web Interface contents unavailable due to conflicting licenses.

Country
Netherlands
Related Organizations
Keywords

Archimedean copula, Measures of association (correlation, canonical correlation, etc.), Asymptotic distribution theory in statistics, generator, Physical Sciences, Archimedean copula;generator;Kendall distribution function, Kendall distribution function, Archimedean copula; generator; Kendall distribution function, jel: jel:C16, jel: jel:C14

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    Impact byBIP!
    selected citations
    These citations are derived from selected sources.
    This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
    		 19
    popularity
    This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
    		 Top 10%
    influence
    This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
    		 Top 10%
    impulse
    This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
    		 Average
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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
19
Top 10%
Top 10%
Average
Green
bronze
Related to Research communities
Netherlands Research Portal