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

DOI10.1515/DEMO-2018-0001MaRDI QIDQ1648675zbMATH OpenOpenAlexFDO

Authors Kahadawala Cooray

Publication date 27 June 2018

Published in Dependence Modeling (Search for Journal in Brave)

Copyright license Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International

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

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)

• Hybrid Clayton-Frank convolution-based bivariate Archimedean copula
• Relations between ageing and dependence for exchangeable lifetimes with an extension for the IFRA/DFRA property
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