scientific article; zbMATH DE number 7604433

MaRDI QIDQ5042608

Mohamed El Maazouz, Ahmed Sani

Publication date: 20 October 2022

Full work available at URL: http://math-frac.org/Journals/EJMAA/Vol10(2)_July_2022/Vol10%282%29_Papers/10%29%20%20Vol.%2010%282%29%20July%202022%2C%20pp.%20115-123..pdf

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zbMATH Keywords

generatorsArchimedean copulassurvival copulas

Mathematics Subject Classification ID

Multivariate analysis (62Hxx) Topological linear spaces and related structures (46Axx) Statistical distribution theory (62Exx)

Cites Work

• An introduction to copulas.
• Multivariate Archimedean copulas, \(d\)-monotone functions and \(\ell _{1}\)-norm symmetric distributions
• From Archimedean to Liouville copulas
• Archimedean copulas derived from utility functions
• Symmetry and dependence properties within a semiparametric family of bivariate copulas
• Functional treatment of asymmetric copulas
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