@techreport{410237d04c3848f68f36685b335f9e6b,
title = "Convergence of Archimedean Copulas",
abstract = "Convergence of a sequence of bivariate Archimedean copulas to another Archimedean copula or to the comonotone copula is shown to be equivalent with convergence of the corresponding sequence of Kendall distribution functions.No extra differentiability conditions on the generators are needed.",
keywords = "Archimedean copula, generator, Kendall distribution function",
author = "A. Charpentier and J.J.J. Segers",
note = "Subsequently published in Statistics and Probability Letters, 2008 Pagination: 12",
year = "2006",
language = "English",
volume = "2006-28",
series = "CentER Discussion Paper",
publisher = "Econometrics",
type = "WorkingPaper",
institution = "Econometrics",
}