Characterizations of bivariate conic, extreme value, and Archimax copulas

DOI10.1515/demo-2017-0003zbMath1404.62058OpenAlexW2597372206MaRDI QIDQ1616344

Radko Mesiar, José De Jesús Arias-García, Susanne Saminger-Platz, Erich Peter Klement

Publication date: 1 November 2018

Published in: Dependence Modeling (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/demo-2017-0003

zbMATH Keywords

extreme value copulaArchimax copulaconic copulaultramodular copula

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Probability distributions: general theory (60E05)

Related Items (2)

A hitchhiker's guide to quasi-copulas ⋮ On the class of bivariate Archimax copulas under constraints

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