We study some aspects of the relationship between the weak convergence of sequences of multivariate distribution functions and the pointwise convergence of the copulas that connect them to their respective marginals.
Convergence of copulas: critical remarks
SEMPI, Carlo
2004-01-01
Abstract
We study some aspects of the relationship between the weak convergence of sequences of multivariate distribution functions and the pointwise convergence of the copulas that connect them to their respective marginals.File in questo prodotto:
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