Extreme value attractors for star unimodal copulas

DOI10.1016/S1631-073X(02)02322-1zbMath0996.60026WikidataQ126323722 ScholiaQ126323722MaRDI QIDQ1600216

Radu Theodorescu, Ioan Cuculescu

Publication date: 1 September 2002

Published in: Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)

zbMATH Keywords

maximum domain of attractionarchimax copulasstar unimodal copulas

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Distribution theory (60E99)

Related Items (6)

Constructing copula functions with weighted geometric means ⋮ Aggregation functions: construction methods, conjunctive, disjunctive and mixed classes ⋮ Are copulas unimodal? ⋮ Unnamed Item ⋮ Archimax copulas and invariance under transformations ⋮ Unnamed Item

Cites Work

• An introduction to copulas. Properties and applications
• Are copulas unimodal?
• Bivariate distributions with given extreme value attractor
• Bivariate extreme value theory: Models and estimation
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