Abstract
The aim of this paper is to provide a simple asymptotic test for Archimedeanity. The main idea is to test the associativity, which is a property that distinguish Archimedean among other two-dimensional copulas.
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Jaworski, P. (2010). Testing Archimedeanity. In: Borgelt, C., et al. Combining Soft Computing and Statistical Methods in Data Analysis. Advances in Intelligent and Soft Computing, vol 77. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-14746-3_44
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DOI: https://doi.org/10.1007/978-3-642-14746-3_44
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-642-14745-6
Online ISBN: 978-3-642-14746-3
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