@article{JSFS_2013__154_1_25_0, author = {Hofert, Marius and M\"achler, Martin and McNeil, Alexander J.}, title = {Archimedean {Copulas} in {High} {Dimensions:} {Estimators} and {Numerical} {Challenges} {Motivated} by {Financial} {Applications}}, journal = {Journal de la soci\'et\'e fran\c{c}aise de statistique}, pages = {25--63}, publisher = {Soci\'et\'e fran\c{c}aise de statistique}, volume = {154}, number = {1}, year = {2013}, mrnumber = {3089615}, zbl = {1316.62070}, language = {en}, url = {http://www.numdam.org/item/JSFS_2013__154_1_25_0/} }