On Generators in Archimedean Copulas

DOI10.22130/SCMA.2017.28401MaRDI QIDQ3120148zbMATH OpenOpenAlexFDO

Authors Vadoud Najjari

Publication date 1 March 2019

Full work available at URL https://scma.maragheh.ac.ir/article_28401_192ccd348b21007aaea898711ec47ec1.pdf

zbMATH Keywords

copulasdependence conceptsgeneratormeasures of associationtails

Mathematics Subject Classification ID

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

Recommendations

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• Characterizations of Archimedean n-copulas.
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Cites work

• A new method for the construction of bivariate Archimedean copulas based on the function
• A note on ``Generalized bivariate copulas and their properties
• Additive generators of copulas
• An introduction to copulas.
• Copula and semicopula transforms
• Distorted Copulas: Constructions and Tail Dependence
• Generators of copulas and aggregation
• How to improve the fit of Archimedean copulas by means of transforms
• scientific article; zbMATH DE number 3163305 (Why is no real title available?)
• scientific article; zbMATH DE number 3870293 (Why is no real title available?)
• Measurement of aggregate risk with copulas
• Triangular norms
• Univariate conditioning of copulas

Cited in

(12)

• Generators of copulas and aggregation
• A new family of Archimedean copulas: the truncated-Poisson family of copulas
• An Archimedean copula family with hyperbolic cotangent generator
• A note on upper-patched generators for Archimedean copulas
• Generalisation of the Notion of an n-Increasing Function. Archimedean Copulas
• Integral generators of Archimedean n-copulas
• Additive generators of copulas
• FGM generated Archimedean copulas with concave multiplicative generators
• Construction of Archimedean copulas using total time on test transforms
• Two new generators of Archimedean copulas with their properties
• Multivariate Archimedean copulas, \(d\)-monotone functions and \(\ell _{1}\)-norm symmetric distributions
• On the construction of nested Archimedean copulas for \(d\)-monotone generators

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