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Comments on: Inference in multivariate Archimedean copula models

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  • Weijing Wang
  • Takeshi Emura

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  • Weijing Wang & Takeshi Emura, 2011. "Comments on: Inference in multivariate Archimedean copula models," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 20(2), pages 276-280, August.
    • Handle: RePEc:spr:testjl:v:20:y:2011:i:2:p:276-280
    DOI: 10.1007/s11749-011-0254-2
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    References listed on IDEAS

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    1. Genest, Christian & Rémillard, Bruno & Beaudoin, David, 2009. "Goodness-of-fit tests for copulas: A review and a power study," Insurance: Mathematics and Economics, Elsevier, vol. 44(2), pages 199-213, April.
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