Advances in multivariate Archimedean copula modeling

DOI10.1080/03610926.2025.2496694MaRDI QIDQ6873680zbMATH OpenFDO

Authors Zinoviy Landsman, Udi E. Makov

Publication date 16 January 2026

Published in Communications in Statistics. Theory and Methods (Search for Journal in Brave)

Copyright license Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International

Full work available at URL https://doi.org/10.1080/03610926.2025.2496694

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

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• Multivariate Archimedean copulas, \(d\)-monotone functions and \(\ell _{1}\)-norm symmetric distributions
• On a generalization of Archimedean copula family
• Statistical Inference Procedures for Bivariate Archimedean Copulas
• Strictly Archimedean copulas with complete association for multivariate dependence based on the Clayton family

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