References

• 1999An Introduction to Copulas7,812 cited
• 1998Understanding Relationships Using Copulas1,261 cited
• 1993Statistical Inference Procedures for Bivariate Archimedean Copulas1,252 cited
• 2006Lower tail dependence for Archimedean copulas: Characterizations and pitfalls932 cited
• 1996Statistics for near independence in multivariate extreme values742 cited
• 2004Asymptotic efficiency of the two-stage estimation method for copula-based models602 cited
• 2009Multivariate Archimedean copulas, d-monotone functions and ℓ1-norm symmetric distributions600 cited
• 2010Modeling Multivariate Distributions with Continuous Margins Using the copula R Package397 cited
• 2004Weak convergence of empirical copula processes396 cited
• 2006Comparison of semiparametric and parametric methods for estimating copulas340 cited
• 2012Asymptotics of empirical copula processes under non-restrictive smoothness assumptions235 cited
• 2008Sampling Archimedean copulas172 cited
• 2012Likelihood inference for Archimedean copulas in high dimensions under known margins143 cited
• 2009Improved kernel estimation of copulas: Weak convergence and goodness-of-fit testing130 cited
• 2002Copula convergence theorems for tail events