A note on upper-patched generators for Archimedean copulas

Author: Di Bernardino Elena   Rullière Didier  

Publisher: Edp Sciences

E-ISSN: 1262-3318|21|issue|183-200

ISSN: 1292-8100

Source: ESAIM: Probability and Statistics, Vol.21, Iss.issue, 2017-10, pp. : 183-200

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Abstract