Article ID Journal Published Year Pages File Type
1154218 Statistics & Probability Letters 2008 8 Pages PDF
Abstract
Convergence of a sequence of bivariate Archimedean copulas to another Archimedean copula or to the comonotone copula is shown to be equivalent with convergence of the corresponding sequence of Kendall distribution functions. No extra differentiability conditions on the generators are needed.
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Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
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Convergence of Archimedean copulas
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