Clustered Archimax copulas

DOI10.1214/24-EJS2340MaRDI QIDQ7034295zbMATH OpenFDO

Authors Simon Chatelain, Samuel Perreault, Anne-Laure Fougeres, Johanna Nešlehová

Publication date 31 January 2025

Published in Electronic Journal of Statistics (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://projecteuclid.org/journals/electronic-journal-of-statistics/volume-19/issue-1/Clustered-Archimax-copulas/10.1214/24-EJS2340.full

zbMATH Keywords

multivariate extremesrandom scale constructionssubasymptotic modeling

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Nonparametric hypothesis testing (62G10) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

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• Clustered Archimax copulas

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