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Comments on: Inference in multivariate Archimedean copula models

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  • Hideatsu Tsukahara

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  • Hideatsu Tsukahara, 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 287-289, August.
    • Handle: RePEc:spr:testjl:v:20:y:2011:i:2:p:287-289
    DOI: 10.1007/s11749-011-0257-z
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    References listed on IDEAS

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    1. Genest C. & Boies J-C., 2003. "Detecting Dependence With Kendall Plots," The American Statistician, American Statistical Association, vol. 57, pages 275-284, November.
    2. Nelsen, Roger B. & Quesada-Molina, José Juan & Rodríguez-Lallena, José Antonio & Úbeda-Flores, Manuel, 2003. "Kendall distribution functions," Statistics & Probability Letters, Elsevier, vol. 65(3), pages 263-268, November.
    3. 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.
    4. Gerda Claeskens & Rosemary Nguti & Paul Janssen, 2008. "One-sided tests in shared frailty models," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 17(1), pages 69-82, May.
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