Multiplicative Archimedean copula

MaRDI QIDQ3017038zbMATH OpenFDO

Authors Qin Wang, Wende Yi, Lu Wang

Publication date 19 July 2011

zbMATH Keywords

symmetrytail dependence

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Measures of association (correlation, canonical correlation, etc.) (62H20)

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Cited in

(3)

• Hybrid Clayton-Frank convolution-based bivariate Archimedean copula
• When a copula is Archimax
• A generalization of the Archimedean class of bivariate copulas

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