Tails of multivariate archimedean copulas

Arthur Charpentier and Johan Segers ()
Additional contact information
Johan Segers: Institut de Statistique, Biostatistique et Sciences Actuarielles (ISBA) - UCL - Université Catholique de Louvain = Catholic University of Louvain

Post-Print from HAL

Keywords: Archimedean copula; asymptotic independence; coefficient of tail dependence; complete monotonicity; domain of attraction; extreme value distribution; frailty model; regular variation; survival copula; tail dependence copula (search for similar items in EconPapers)
Date: 2008-05-26
References: Add references at CitEc
Citations: View citations in EconPapers (2)

Published in Congrès joint de la Société Statistique du Canada et de la Société Française de Statistique, May 2008, Ottawa, Canada

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

Related works:
Journal Article: Tails of multivariate Archimedean copulas (2009)
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:halshs-00325984

Access Statistics for this paper

More papers in Post-Print from HAL
Bibliographic data for series maintained by CCSD ().