Comments on: Inference in multivariate Archimedean copula models
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Volume (Year): 20 (2011)
Issue (Month): 2 (August)
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References listed on IDEAS
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- Paul Embrechts, 2009. "Copulas: A Personal View," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 76(3), pages 639-650.
- McNeil, Alexander J. & Neslehová, Johanna, 2010. "From Archimedean to Liouville copulas," Journal of Multivariate Analysis, Elsevier, vol. 101(8), pages 1772-1790, September.
- Joe, Harry & Hu, Taizhong, 1996. "Multivariate Distributions from Mixtures of Max-Infinitely Divisible Distributions," Journal of Multivariate Analysis, Elsevier, vol. 57(2), pages 240-265, May.
- Klara Goethals & Paul Janssen & Luc Duchateau, 2008. "Frailty models and copulas: similarities and differences," Journal of Applied Statistics, Taylor & Francis Journals, vol. 35(9), pages 1071-1079.
- Duchateau, Luc & Janssen, Paul, 2005. "Understanding Heterogeneity in Generalized Mixed and Frailty Models," The American Statistician, American Statistical Association, vol. 59, pages 143-146, May.
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