Diagonal copulas of archimedean class

DOI10.1080/03610929608831791zbMath0900.62339OpenAlexW2060589563MaRDI QIDQ4337220

Yimin Yang, Engin A. Sungur

Publication date: 19 May 1997

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610929608831791

zbMATH Keywords

copulasarchimedean copulasdiagonal copulas

Mathematics Subject Classification ID

Multivariate analysis (62H99)

Related Items (12)

Multiattribute Utility Functions Satisfying Mutual Preferential Independence ⋮ Characterizations of Archimedean n-copulas ⋮ Unnamed Item ⋮ Constructing Archimedean copulas from diagonal sections ⋮ A copula-graphic estimator for the conditional survival function under dependent censoring ⋮ Constructions of copulas with given diagonal (and opposite diagonal) sections and some generalizations ⋮ Rejoinder on: Inference in multivariate Archimedean copula models ⋮ A martingale approach to the copula-graphic estimator for the survival function under dependent censoring ⋮ Unnamed Item ⋮ Unnamed Item ⋮ Maximum entropy copula with given diagonal section ⋮ Frank's condition for multivariate Archimedean copulas

Cites Work

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• On nonparametric measures of dependence for random variables
• Associativity in a class of operations on spaces of distribution functions
• Copules archimédiennes et families de lois bidimensionnelles dont les marges sont données
• Discrete bivariate distributions with given marginals and correlation
• Some bivariate uniform distributions
• Dependence Information in Parameterized Copulas

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