Multivariate Archimedean copulas with fractal support

DOI10.1016/J.SPL.2026.110692MaRDI QIDQ7255851zbMATH OpenFDO

Authors Lea Maislinger, Wolfgang Trutschnig

Publication date 1 June 2026

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.SPL.2026.110692

zbMATH Keywords

copulaHausdorff dimensionfractal

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Multivariate distribution of statistics (62H10) Fractals (28A80) Singular functions, Cantor functions, functions with other special properties (26A30)

Cites work

• scientific article; zbMATH DE number 1994007 (Why is no real title available?)
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• On a strong metric on the space of copulas and its induced dependence measure
• On bivariate Archimedean copulas with fractal support
• On convergence and mass distributions of multivariate Archimedean copulas and their interplay with the Williamson transform
• On differentiability and mass distributions of multivariate Archimedean copulas
• Probability on trees and networks

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