Skip to main content
SpringerLink
Log in

Rejoinder on: Inference in multivariate Archimedean copula models

  • Discussion
  • Published:
TEST Aims and scope Submit manuscript

This is a preview of subscription content, log in via an institution to check access.

Access this article

Log in via an institution

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Institutional subscriptions

References

  • Emura T, Lin C-W, Wang W (2010) A goodness-of-fit test for Archimedean copula models in the presence of right censoring. Comput Stat Data Anal 54:3033–3043

    Article  Google Scholar 

  • Genest C, Nešlehová J, Ruppert M (2011) Comment on “Statistical models and methods for dependence in insurance data, ” by S. Haug, C. Klüppelberg, and L. Peng. J Korean Stat Soc 40:141–148

    Article  Google Scholar 

  • Sungur EA, Yang Y (1996) Diagonal copulas of Archimedean class. Commun Stat, Theory Methods 25:1659–1676

    MathSciNet  MATH  Google Scholar 

  • Wang A (2010) Goodness-of-fit tests for Archimedean copula models. Stat Sin 20:441–453

    MATH  Google Scholar 

Download references

Author information

Authors and Affiliations

  1. Department of Mathematics and Statistics, McGill University, 805, rue Sherbrooke ouest, Montréal, Québec, Canada, H3A 2K6

    Christian Genest & Johanna Nešlehová

  2. Institut für Angewandte Mathematik, Ruprecht-Karls-Universität Heidelberg, Im Neuenheimer Feld 294, 69120, Heidelberg, Germany

    Johanna Ziegel

Authors
  1. Christian Genest
    View author publications

    You can also search for this author in PubMed Google Scholar

  2. Johanna Nešlehová
    View author publications

    You can also search for this author in PubMed Google Scholar

  3. Johanna Ziegel
    View author publications

    You can also search for this author in PubMed Google Scholar

Corresponding author

Correspondence to Christian Genest.

Additional information

Communicated by Ricardo Cao.

This rejoinder refers to the comments available at doi:10.1007/s11749-011-0251-5, doi:10.1007/s11749-011-0252-4, doi:10.1007/s11749-011-0253-3, doi:10.1007/s11749-011-0254-2, doi:10.1007/s11749-011-0255-1, doi:10.1007/s11749-011-0256-0, doi:10.1007/s11749-011-0257-z.

Rights and permissions

Reprints and permissions

About this article

Cite this article

Genest, C., Nešlehová, J. & Ziegel, J. Rejoinder on: Inference in multivariate Archimedean copula models. TEST 20, 290–292 (2011). https://doi.org/10.1007/s11749-011-0258-y

Download citation

  • Received:

  • Accepted:

  • Published:

  • Issue Date:

  • DOI: https://doi.org/10.1007/s11749-011-0258-y

Keywords

Search

Navigation