Statistical Inference Procedures for Bivariate Archimedean Copulas

Journal of the American Statistical Association - Tập 88 Số 423 - Trang 1034-1043 - 1993
Christian Genest, Louis‐Paul Rivest1
1Département de mathématiques et de statistique, Université Laval, Cité universitaire, Québec, Canada G1K 7P4

Tóm tắt

Từ khóa


Tài liệu tham khảo

Abramowitz M., 1972, Handbook of Mathematical Functions

10.1016/0047-259X(78)90063-5

10.1080/03610928908829945

Capéraà P., 1990, The Canadian Journal of Statistics, 18, 315, 10.2307/3315837

10.1093/biomet/65.1.141

Cook R. D., 1981, Journal of the Royal Statistical Society, 43, 210, 10.1111/j.2517-6161.1981.tb01173.x

10.1080/00401706.1986.10488113

Deheuvels P., 1978, Publications de l'Institut de statistique de l'Université de Paris, 23, 1

10.1007/BF02189866

10.1093/biomet/74.3.549

10.2307/3314660

10.2307/2684602

10.1016/0167-7152(89)90123-5

Gumbel E. J., 1960, Publications de l'Institut de statistique de l'Université de Paris, 9, 171

10.1093/biomet/71.1.75

10.1093/biomet/73.2.387

10.1080/01621459.1992.10475170

10.1080/03610928308827274

Kotel'nikova V. F., 1982, Theory of Probability and its Applications, 27, 640, 10.1137/1127075

Lee A. J., 1990, U-Statistics: Theory and Practice

Mardia K. V., 1970, Families of Bivariate Distributions

10.1080/01621459.1988.10478671

10.1080/03610928608829309

Oakes D., 1982, Journal of the Royal Statistical Society, 44, 414, 10.1111/j.2517-6161.1982.tb01222.x

Oakes D., 1986, Biometrika, 73, 353

10.1080/01621459.1989.10478795

10.1080/01621459.1965.10480807

10.2307/2332071

Saunders R., 1980, Biometrika, 67, 237

Schweizer B., 1983, Probabilistic Metric Spaces

Shorack G. R., 1986, Empirical Processes with Applications to Statistics

10.1093/biomet/75.3.397

Thélot C., 1985, Annales de l'INSEE, 58, 123, 10.2307/20076551

10.1214/aos/1176344685