\(d\)-dimensional dependence functions and Archimax copulas

DOI10.1016/j.fss.2012.10.010zbMath1284.62345OpenAlexW1997842583MaRDI QIDQ2445563

Vladimír Jágr, Radko Mesiar

Publication date: 14 April 2014

Published in: Fuzzy Sets and Systems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.fss.2012.10.010

zbMATH Keywords

copulaArchimedean copulaPickands dependence functionextreme value copulatail dependence functionArchimax copula

Mathematics Subject Classification ID

Measures of association (correlation, canonical correlation, etc.) (62H20) Statistics of extreme values; tail inference (62G32)

Related Items (8)

Hierarchical copulas with Archimedean blocks and asymmetric between-block pairs ⋮ Hierarchical Archimax copulas ⋮ Inference for Archimax copulas ⋮ Multivariate Archimax copulas ⋮ A note on Archimax copulas and their representation by means of conic copulas ⋮ On an asymmetric extension of multivariate Archimedean copulas based on quadratic form ⋮ A note on bivariate Archimax copulas ⋮ On the class of bivariate Archimax copulas under constraints

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