Integral generators of Archimedean n-copulas

DOI10.1080/10485252.2019.1626382zbMath1423.62054OpenAlexW2964143938MaRDI QIDQ5228595

Włodzimierz Wysocki

Publication date: 12 August 2019

Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10485252.2019.1626382

zbMATH Keywords

integral generatorArchimedean \(n\)-copulainduced algebraic structure

Mathematics Subject Classification ID

Measures of association (correlation, canonical correlation, etc.) (62H20) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Uses Software

• QRM

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Likelihood inference for Archimedean copulas in high dimensions under known margins
• Multiply monotone functions and their Laplace transforms
• An introduction to copulas.
• Multivariate Archimedean copulas, \(d\)-monotone functions and \(\ell _{1}\)-norm symmetric distributions
• From Archimedean to Liouville copulas
• A probabilistic interpretation of complete monotonicity
• Inference in multivariate Archimedean copula models
• When a copula is Archimax
• Characterizations of Archimedean n-copulas
• Statistical Inference Procedures for Bivariate Archimedean Copulas
• Kendall's tau and Spearman's rho forn-dimensional Archimedean copulas and their asymptotic properties
• Copules archimédiennes et families de lois bidimensionnelles dont les marges sont données
• Bivariate Survival Models Induced by Frailties
• Understanding Relationships Using Copulas

This page was built for publication: Integral generators of Archimedean n-copulas