When a copula is Archimax

DOI10.1016/J.SPL.2012.09.003zbMath1452.62358OpenAlexW1971946392MaRDI QIDQ1933696

Włodzimierz Wysocki

Publication date: 25 January 2013

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2012.09.003

zbMATH Keywords

dependence functionadditive generatorArchimax copulaface of a copulagenerator of dependence functions

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Characterization and structure theory of statistical distributions (62E10) Limit theorems in probability theory (60F99)

Related Items (2)

A note on bivariate Archimax copulas ⋮ Integral generators of Archimedean n-copulas

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