Revision 57da57ce89c24a8e4c0dfaa6cc171e582fee6a86 authored by Martin Maechler on 02 July 2010, 00:00:00 UTC, committed by Gabor Csardi on 02 July 2010, 00:00:00 UTC
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nacopula.bbl
\begin{thebibliography}{15}
\newcommand{\enquote}[1]{#1''}
\providecommand{\natexlab}[1]{#1}
\providecommand{\url}[1]{\texttt{#1}}
\providecommand{\urlprefix}{URL }
\expandafter\ifx\csname urlstyle\endcsname\relax
\providecommand{\doi}[1]{doi:\discretionary{}{}{}#1}\else
\providecommand{\doi}{doi:\discretionary{}{}{}\begingroup
\urlstyle{rm}\Url}\fi
\providecommand{\eprint}[2][]{\url{#2}}

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Stuck}]{chambersmallowsstuck1976}
Chambers JM, Mallows CL, Stuck BW (1976).
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\newblock \emph{Journal of the American Statistical Association},
\textbf{71}(354), 340--344.

\bibitem[{Devroye(2009)}]{devroye2009}
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polynomially tilted stable distributions}.}
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\bibitem[{Hofert(2008)}]{hofert2008}
Hofert M (2008).
\newblock \enquote{{Sampling Archimedean copulas}.}
\newblock \emph{Computational Statistics {\&} Data Analysis}, \textbf{52}(12),
5163--5174.

\bibitem[{Hofert(2010{\natexlab{a}})}]{hofert2010a}
Hofert M (2010{\natexlab{a}}).
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\newblock \emph{Computational Statistics {\&} Data Analysis}.
\newblock In press.

\bibitem[{Hofert(2010{\natexlab{b}})}]{hofert2010c}
Hofert M (2010{\natexlab{b}}).
\newblock \emph{{Sampling Nested Archimedean Copulas with Applications to CDO
Pricing}}.
\newblock {S{\"u}dwestdeutscher Verlag f{\"u}r Hochschulschriften AG \& Co.\
KG}.

\bibitem[{Joe(1997)}]{joe1997}
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\newblock Chapman {\&} Hall/CRC.

\bibitem[{Kemp(1981)}]{kemp1981}
Kemp AW (1981).
\newblock \enquote{{Efficient Generation of Logarithmically Distributed
Pseudo-Random Variables}.}
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\bibitem[{Kimberling(1974)}]{kimberling1974}
Kimberling CH (1974).
\newblock \enquote{{A probabilistic interpretation of complete monotonicity}.}
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\bibitem[{Marshall and Olkin(1988)}]{marshallolkin1988}
Marshall AW, Olkin I (1988).
\newblock \enquote{{Families of Multivariate Distributions}.}
\newblock \emph{Journal of the American Statistical Association}, \textbf{83},
834--841.

\bibitem[{McNeil(2008)}]{mcneil2008}
McNeil AJ (2008).
\newblock \enquote{{Sampling nested Archimedean copulas}.}
\newblock \emph{Journal of Statistical Computation and Simulation},
\textbf{78}, 567--581.

\bibitem[{Nelsen(2007)}]{nelsen2007}
Nelsen RB (2007).
\newblock \emph{{An Introduction to Copulas}}.
\newblock Springer.

\bibitem[{Nolan(2009)}]{nolan2009}
Nolan JP (2009).
\newblock \enquote{{Stable Distributions---Models for Heavy Tailed Data}.}
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\bibitem[{Scarsini(1984)}]{scarsini1984}
Scarsini M (1984).
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\bibitem[{Sklar(1959)}]{sklar1959}
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marges}.}
\newblock \emph{Publications de L'Institut de Statistique de L'Universit{\'e}
de Paris}, \textbf{8}, 229--231.

\end{thebibliography}
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