A generalization of the Archimedean class of bivariate copulas

DOI10.1007/S10463-006-0061-9zbMath1332.62171OpenAlexW2033754810MaRDI QIDQ2457968

Fabrizio Durante, José Juan Quesada-Molina, Carlo Sempi

Publication date: 24 October 2007

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10463-006-0061-9

zbMATH Keywords

copulaArchimedean copulaconcordance order

Mathematics Subject Classification ID

Measures of association (correlation, canonical correlation, etc.) (62H20) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Probability distributions: general theory (60E05) Characterization and structure theory of statistical distributions (62E10)

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• An introduction to copulas. Properties and applications
• A new class of bivariate copulas.
• Triangular norms
• Archimedean copulae and positive dependence
• Bivariate distributions with given extreme value attractor
• On a family of copulas constructed from the diagonal section
• Statistical Inference Procedures for Bivariate Archimedean Copulas
• Copules archimédiennes et families de lois bidimensionnelles dont les marges sont données
• A continuous general multivariate distribution and its properties
• Model Selection and Semiparametric Inference for Bivariate Failure-Time Data
• The Use of Archimedean Copulas to Model Portfolio Allocations
• Symmetry and dependence properties within a semiparametric family of bivariate copulas
• Understanding Relationships Using Copulas
• Inequalities: theory of majorization and its applications

Related Items (15)

FGM generated archimedean copulas with concave multiplicative generators ⋮ On a generalization of Archimedean copula family ⋮ Archimedean-based Marshall-Olkin distributions and related dependence structures ⋮ Singularity aspects of Archimedean copulas ⋮ On weak conditional convergence of bivariate Archimedean and extreme value copulas, and consequences to nonparametric estimation ⋮ Non-exchangeability of negatively dependent random variables ⋮ Continuous R-implications generated from representable aggregation functions ⋮ Non-exchangeable copulas and multivariate total positivity ⋮ A note on bivariate Archimax copulas ⋮ New constructions of diagonal patchwork copulas ⋮ Unnamed Item ⋮ A Compendium of Copulas ⋮ A family of transformed copulas with a singular component ⋮ A new family of Archimedean copulas: the truncated-Poisson family of copulas ⋮ Marshall–Olkin Machinery and Power Mixing: The Mixed Generalized Marshall–Olkin Distribution

This page was built for publication: A generalization of the Archimedean class of bivariate copulas