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      Tests of symmetry for bivariate copulas

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          Weak Convergence and Empirical Processes

          Aad van der Vaart, Jon A Wellner (1996)
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            A semiparametric estimation procedure of dependence parameters in multivariate families of distributions

            P Genest, K. GHOUDI, L.-P. RIVEST (1995)
            Article 0 comments Cited 110 times – based on 0 reviews     Review now
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              Copula Methods in Finance

              Umberto Cherubini, Elisa Luciano, Walter Vecchiato (2004)
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                Author and article information

                Journal
                Title: Annals of the Institute of Statistical Mathematics
                Abbreviated Title: Ann Inst Stat Math
                Publisher: Springer Nature
                ISSN (Print): 0020-3157
                ISSN (Electronic): 1572-9052
                Publication date Created: August 2012
                Publication date (Electronic): September 15 2011
                Publication date (Print): August 2012
                Volume: 64
                Issue: 4
                Pages: 811-834
                Article
                DOI: 10.1007/s10463-011-0337-6
                SO-VID: 0571377e-7a2b-4a28-82ab-332fbbf8a15f
                Copyright © © 2012
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