Kendall distribution functions and associative copulas
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Publication:834519
DOI10.1016/j.fss.2008.05.001zbMath1183.60006OpenAlexW2034090725MaRDI QIDQ834519
Roger B. Nelsen, José Antonio Rodríguez-Lallena, Manuel Úbeda-Flores, José Juan Quesada-Molina
Publication date: 27 August 2009
Published in: Fuzzy Sets and Systems (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.fss.2008.05.001
Characterization and structure theory for multivariate probability distributions; copulas (62H05) Probability distributions: general theory (60E05)
Related Items (8)
Lorenz-generated bivariate Archimedean copulas ⋮ Relations between ageing and dependence for exchangeable lifetimes with an extension for the IFRA/DFRA property ⋮ Unnamed Item ⋮ A goodness-of-fit test based on Bézier curve estimation of Kendall distribution ⋮ On certain transformations of Archimedean copulas: Application to the non-parametric estimation of their generators ⋮ Kendall distributions and level sets in bivariate exchangeable survival models ⋮ Unnamed Item ⋮ On convergence of associative copulas and related results
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