Geodesic
Limit theorem for independence transformations copulas of Student's t-distribution
Vestnik Samarskogo universiteta. Estestvennonaučnaâ seriâ, no. 8 (2011), pp. 69-85
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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. 
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E. A. Savinov. Limit theorem for independence transformations copulas of Student's t-distribution. Vestnik Samarskogo universiteta. Estestvennonaučnaâ seriâ, no. 8 (2011), pp. 69-85. http://geodesic.mathdoc.fr/item/VSGU_2011_8_a7/

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