On the class of bivariate Archimax copulas under constraints
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Publication:2049228
DOI10.1016/j.fss.2020.06.017zbMath1467.62074OpenAlexW3039250032MaRDI QIDQ2049228
Piotr Jaworski, Christian Genest
Publication date: 24 August 2021
Published in: Fuzzy Sets and Systems (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.fss.2020.06.017
exchangeabilityKendall's tauArchimedean copulatail dependenceSpearman's rhoextreme-value copulaBlomqvist's betaArchimax copulanon-exchangeabilityPickands' dependence function
Related Items (3)
About the exact simulation of bivariate (reciprocal) Archimax copulas ⋮ Asymptotic properties of Spearman's footrule and Gini's gamma in bivariate normal model ⋮ Measuring non-exchangeable tail dependence using tail copulas
Uses Software
Cites Work
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