On differentiability and mass distributions of multivariate Archimedean copulas

DOI10.1016/J.JMAA.2026.130523MaRDI QIDQ6842612zbMATH OpenFDO

Authors Nicolas Pascal Dietrich, Wolfgang Trutschnig

Publication date 18 March 2026

Published in Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.JMAA.2026.130523

zbMATH Keywords

Archimedean copulacategory theoryderivativeMarkov kernel

Mathematics Subject Classification ID

Functions of one variable (26Axx) Probability theory on algebraic and topological structures (60Bxx) Multivariate analysis (62Hxx)

Cites work

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Cited in

(1)

• Multivariate Archimedean copulas with fractal support

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