Multivariate Archimax copulas (Q2438634)

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Multivariate Archimax copulas
scientific article

    Statements

    title
    Multivariate Archimax copulas (English)
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    author
    Arthur Charpentier
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    Anne-Laure Fougères
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    Christian Genest
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    Johanna G. Nešlehová
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    publication date
    6 March 2014
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    zbMATH Keywords
    Archimedean copula
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    domain of attraction
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    multivariate extreme-value distribution
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    stable tail dependence function
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    Williamson \(d\)-transform
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    Identifiers

    Mathematics Subject Classification ID
    62H05
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    60E10
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    60G70
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    62G32
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    zbMATH DE Number
    6265707
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