Multivariate Archimedean copulas, d-monotone functions and ℓ1-norm symmetric distributions
Metadata only
Date
2009-10Type
- Journal Article
ETH Bibliography
yes
Altmetrics
Publication status
publishedExternal links
Journal / series
The Annals of StatisticsVolume
Pages / Article No.
Publisher
Institute of Mathematical StatisticsSubject
Archimedean copula; d-monotone function; Dependence ordering; Frailty model; l(1)-norm symmetric distribution; Laplace transform; Stochastic simulation; Williamson d-transformOrganisational unit
02204 - RiskLab / RiskLab
Notes
First available: 17 July 2009.More
Show all metadata
ETH Bibliography
yes
Altmetrics