A note on Archimax copulas and their representation by means of conic copulas

DOI10.1016/j.fss.2016.06.003zbMath1368.62126OpenAlexW2412497127MaRDI QIDQ2013781

Lucia Vavríková, Michal Dibala

Publication date: 9 August 2017

Published in: Fuzzy Sets and Systems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.fss.2016.06.003

zbMATH Keywords

dependence functionaggregation functionArchimax copulaconic copula

Mathematics Subject Classification ID

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

Related Items

Characterizations of bivariate conic, extreme value, and Archimax copulas ⋮ Zero-sets of copulas ⋮ Zero-linear copulas

Cites Work

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• Conic aggregation functions
• An introduction to copulas.
• The distribution of the probability mass of conic copulas
• Bivariate distributions with given extreme value attractor
• Absorbent tuples of aggregation operators
• \(d\)-dimensional dependence functions and Archimax copulas
• The role of generalized convexity in conic copula constructions
• Invariant dependence structure under univariate truncation

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