Convergence of Linear Approximation of Archimedean Generator from Williamson’s Transform in Examples

DOI10.1515/tmmp-2017-0010zbMath1492.62091OpenAlexW2791902065MaRDI QIDQ4605370

Tomáš Bacigál, Mária Ždímalová

Publication date: 22 February 2018

Published in: Tatra Mountains Mathematical Publications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/tmmp-2017-0010

zbMATH Keywords

approximationArchimedean copulaWilliamson \(n\)-transform

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Probability distributions: general theory (60E05)

Related Items (2)

FGM generated archimedean copulas with concave multiplicative generators ⋮ On convergence and mass distributions of multivariate Archimedean copulas and their interplay with the Williamson transform

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