Strictly Archimedean copulas with complete association for multivariate dependence based on the Clayton family

DOI10.1515/DEMO-2018-0001zbMATH Open1393.62025OpenAlexW2789887934MaRDI QIDQ1648675FDOQ1648675

Authors: Kahadawala Cooray 

Publication date: 27 June 2018

Published in: Dependence Modeling (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/demo-2018-0001

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zbMATH Keywords

Kendall's tauArchimedean copulacomplete monotonicitycoverage probabilityKendall's distribution function\(d\)-monotonicity

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05)

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Cited In (3)

• Relations between ageing and dependence for exchangeable lifetimes with an extension for the IFRA/DFRA property
• Title not available (Why is that?)
• Hybrid Clayton-Frank convolution-based bivariate Archimedean copula

Uses Software

• nacopula

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