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Comments on: Inference in multivariate Archimedean copula models

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References

  • Alsina C, Frank MJ, Schweizer B (2006) Associative functions triangular norms and copulas. World Scientific, Hackensack

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  • Erdely A, González-Barrios JM (2008) A small-sample nonparametric independence test for the Archimedean family of bivariate copulas. In: Dubois D et al. (eds) Soft methods for handling variability and imprecision. Advances in intelligent and soft computing, vol 48. Springer, Berlin, pp 118–125

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Authors and Affiliations

  1. ISBA, Université catholique de Louvain, Voie du Roman Pays 20, 1348, Louvain-la-Neuve, Belgium

    Johan Segers

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  1. Johan Segers
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Correspondence to Johan Segers.

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Communicated by Ricardo Cao.

This comment refers to the invited paper available at doi:10.1007/s11749-011-0250-6.

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Segers, J. Comments on: Inference in multivariate Archimedean copula models. TEST 20, 281–283 (2011). https://doi.org/10.1007/s11749-011-0255-1

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  • DOI: https://doi.org/10.1007/s11749-011-0255-1

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