On an asymmetric extension of multivariate Archimedean copulas based on quadratic form

DOI10.1515/demo-2016-0019zbMath1352.62091OpenAlexW2560561710MaRDI QIDQ727664

Elena Di Bernardino, Didier Rullière

Publication date: 20 December 2016

Published in: Dependence Modeling (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/demo-2016-0019

zbMATH Keywords

quadratic formArchimedean copulastransformations of Archimedean copulas

Mathematics Subject Classification ID

Measures of association (correlation, canonical correlation, etc.) (62H20)

Related Items (3)

Polynomial bivariate copulas of degree five: characterization and some particular inequalities ⋮ Dependence properties and Bayesian inference for asymmetric multivariate copulas ⋮ On a construction of multivariate distributions given some multidimensional marginals

Uses Software

• nacopula

Cites Work

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