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Vestnik SamGU. Estestvenno-Nauchnaya Ser., 2011, Issue 8(89), Pages 69–85 (Mi vsgu125)  
This article is cited in 1 scientific paper (total in 1 paper)

Mathematics

Limit theorem for independence transformations copulas of Student's t-distribution

E. A. Savinov

Dept. of Probability Theory and Mathematical Statistics, Samara State University, Samara, 443011, Russian Federation
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Abstract: In the paper we study copulas obtained as a result of independence transformation of random vectors with Student's t-distribution. For the triangular scheme of dependent r.v. connected by such IT-copulas central limit theorem is proved. In addition, it is shown that two-dimensional IT-copula of Cauchy distribution is not associated.
Keywords: copulas, independence transformations, limit theorems.
Received: 22.10.2011
Revised: 22.10.2011
Bibliographic databases:
Document Type: Article
UDC: 519.214
Language: Russian
Citation: E. A. Savinov, “Limit theorem for independence transformations copulas of Student's t-distribution”, Vestnik Samarskogo Gosudarstvennogo Universiteta. Estestvenno-Nauchnaya Seriya, 2011, no. 8(89), 69–85
Citation in format AMSBIB
\Bibitem{Sav11}
\by E.~A.~Savinov
\paper Limit theorem for independence transformations copulas of Student's t-distribution
\jour Vestnik Samarskogo Gosudarstvennogo Universiteta. Estestvenno-Nauchnaya Seriya
\yr 2011
\issue 8(89)
\pages 69--85
\mathnet{http://mi.mathnet.ru/vsgu125}
\elib{https://elibrary.ru/item.asp?id=18484411}
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    • This publication is cited in the following 1 articles:
    Citing articles in Google Scholar: Russian citations, English citations
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    		Вестник Самарского государственного университета. Естественнонаучная серия
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    Full-text PDF :125
    References:53
    First page:1
     
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