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On convergence and mass distributions of multivariate Archimedean copulas and their interplay with the Williamson transform.

Authors :
Kasper, Thimo M.
Dietrich, Nicolas
Trutschnig, Wolfgang
Source :
Journal of Mathematical Analysis & Applications. Jan2024, Vol. 529 Issue 1, pN.PAG-N.PAG. 1p.
Publication Year :
2024

Details

Language :
English
ISSN :
0022247X
Volume :
529
Issue :
1
Database :
Academic Search Index
Journal :
Journal of Mathematical Analysis & Applications
Publication Type :
Academic Journal
Accession number :
171833670
Full Text :
https://doi.org/10.1016/j.jmaa.2023.127555