Spatial tail dependence and survival stability in a class of Archimedean copulas

DOI10.1155/2016/8927248zbMath1476.62087OpenAlexW2472025082WikidataQ59124631 ScholiaQ59124631MaRDI QIDQ1751493

Remi Guillaume Bagré, Diakarya Barro, Moumouni Diallo

Publication date: 25 May 2018

Published in: International Journal of Mathematics and Mathematical Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2016/8927248

Mathematics Subject Classification ID

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

Related Items (4)

SPATIAL CHARACTERIZATION OF STOCHASTIC DEPENDENCE USING COPULAS ⋮ Unnamed Item ⋮ A stochastic approach to modeling food pattern ⋮ GENERAL CHARACTERIZATION OF SOME STATISTICAL TOOLS FOR MEASURING ASYMPTOTIC DEPENDENCE

Cites Work

• Unnamed Item
• Unnamed Item
• Multivariate Archimedean copulas, \(d\)-monotone functions and \(\ell _{1}\)-norm symmetric distributions
• Tails of multivariate Archimedean copulas
• An introduction to copulas. Properties and applications
• Multivariate Archimax copulas
• CDO pricing with nested Archimedean copulas
• Advanced Statistical Methods for the Analysis of Large Data-Sets
• Copules archimédiennes et families de lois bidimensionnelles dont les marges sont données
• Sampling from Archimedean copulas
• A semiparametric estimation procedure of dependence parameters in multivariate families of distributions
• Principles of Copula Theory

This page was built for publication: Spatial tail dependence and survival stability in a class of Archimedean copulas