Properties of the induced semigroup of an Archimedean copula

DOI10.4064/AM31-2-3zbMath1051.62049OpenAlexW2074404898MaRDI QIDQ4829412

Włodzimierz Wysocki

Publication date: 29 November 2004

Published in: Applicationes Mathematicae (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.4064/am31-2-3

zbMATH Keywords

phase flowArchimedean copulagenerator of phase flowprojection of copulavector generator of Archimedean copula

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Probability distributions: general theory (60E05)

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