Monday, November 12, 2007

34. New paper by McNeil and Nešlehová

A paper on Archimedean copulas with some new ideas, maybe worth scanning for people working on t-norms.

Alexander J. McNeil, Johanna Nešlehová. Multivariate Archimedean copulas, d-monotone functions and l1-norm symmetric distributions. Annals of Statistics, to appear. Update: AoS 37 (2009), 3059-3097.

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