Extreme value attractors for star unimodal copulas
type: Item
instance of: scholarly article
title: Extreme value attractors for star unimodal copulas
zbMATH Open document ID: 0996.60026
DOI: 10.1016/S1631-073X(02)02322-1
author: Ion Cuculescu
author: Radu Theodorescu
published in: Comptes Rendus. Mathématique. Académie des Sciences, Paris
publication date: 2002-09-01T00:00:00Z
review text: This work examines the maximum domain of attraction for star unimodal copulas. For copulas that are star unimodal about \((a,b) \neq (1,1)\) the maximum domain is an element of a two-parameter family of copulas extending that of Cuadras-Auge. When \((a,b) = (1,1)\) the set of all possible attractors covers all maximum (extreme) values of star unimodality. Also, the archimax copulas of \textit{Ph. Capéraà, A.-L. Fougères} and \textit{C. Genest} [J. Multivariate Anal. 72, No. 1, 30-49 (2000; Zbl 0978.62043)] are studied. Many of the last copulas are not star unimodal.
reviewed by: Nelson I. Tanaka
Mathematics Subject Classification ID: 60E99
Mathematics Subject Classification ID: 62H05
zbMATH DE Number: 1754841
zbMATH Keywords: star unimodal copulas
zbMATH Keywords: maximum domain of attraction
zbMATH Keywords: archimax copulas
MaRDI profile type: Publication
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Wikidata QID: Q126323722
description: scientific article; zbMATH DE number 1754841