Johanna G. Nevslehov'a

most citedMultivariate Archimedean copulas,

d

-monotone functions and

ℓ_{1}

-norm symmetric distributions

502 citations · 597 across the 2 of their papers we have counts for

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math.ST2011★ 95 cited

A goodness-of-fit test for bivariate extreme-value copulas

Christian Genest, Ivan Kojadinovic, Johanna Nešlehová +1

It is often reasonable to assume that the dependence structure of a bivariate continuous distribution belongs to the class of extreme-value copulas. The latter are characterized by…

math.ST2009★ 502 cited

Multivariate Archimedean copulas, $d$ -monotone functions and $ℓ_{1}$ -norm symmetric distributions

Alexander J. McNeil, Johanna Nešlehová

It is shown that a necessary and sufficient condition for an Archimedean copula generator to generate a $d$ -dimensional copula is that the generator is a $d$ -monotone function. The…

A goodness-of-fit test for bivariate extreme-value copulas

Multivariate Archimedean copulas, d-monotone functions and ℓ1​-norm symmetric distributions

Multivariate Archimedean copulas, $d$ -monotone functions and $ℓ_{1}$ -norm symmetric distributions