A note on bivariate Archimax copulas

DOI10.1515/DEMO-2018-0011zbMath1434.62080OpenAlexW2899953853MaRDI QIDQ2283646

Fabrizio Durante, Juan Fernández-Sánchez, Carlo Sempi

Publication date: 13 January 2020

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

Full work available at URL: https://doi.org/10.1515/demo-2018-0011

zbMATH Keywords

Archimax copulasPickands functions

Mathematics Subject Classification ID

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

Cites Work

• Homogeneous distributions -- and a spectral representation of classical mean values and stable tail dependence functions
• Mass distributions of two-dimensional extreme-value copulas and related results
• An introduction to copulas.
• Multivariate Archimedean copulas, \(d\)-monotone functions and \(\ell _{1}\)-norm symmetric distributions
• Uniform approximation of associative copulas by strict and non-strict copulas
• When a copula is Archimax
• Bivariate distributions with given extreme value attractor
• Multivariate Archimax copulas
• \(d\)-dimensional dependence functions and Archimax copulas
• Principles of Copula Theory

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