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. 
@article{VSGU_2011_8_a7,
     author = {E. A. Savinov},
     title = {Limit theorem for independence transformations copulas of {Student's} t-distribution},
     journal = {Vestnik Samarskogo universiteta. Estestvennonau\v{c}na\^a seri\^a},
     pages = {69--85},
     publisher = {mathdoc},
     number = {8},
     year = {2011},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/VSGU_2011_8_a7/}
}
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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/