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Nonparametric Estimation of the Tree Structure of a Nested Archimedean Copula

Computational Statistics and Data Analysis, 2014
Johan Segers
exaly  

Lower Tail Dependence for Archimedean Copulas: Characterizations and Pitfalls

Insurance: Mathematics and Economics, 2007
Johan Segers, Arthur Charpentier
exaly  

Archimedean Copulas

Jan Górecki, Ostap Okhrin
openaire   +1 more source

A Generalization of the Archimedean Class of Bivariate Copulas

Annals of the Institute of Statistical Mathematics, 2007
José Juan Quesada-Molina   +2 more
exaly  

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