A directory of families of infinitely extendible Archimedean copulas

DOI10.1016/J.FSS.2015.10.004zbMath1381.62074OpenAlexW2179115799MaRDI QIDQ1677956

Clark H. Kimberling

Publication date: 14 November 2017

Published in: Fuzzy Sets and Systems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.fss.2015.10.004

zbMATH Keywords

Kendall's tauArchimedean copulaSklar's theoremSpearman's rhojoint distribution function

Mathematics Subject Classification ID

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

Cites Work

• Unnamed Item
• Efficiently sampling nested Archimedean copulas
• An introduction to copulas.
• Multivariate conditional versions of Spearman's rho and related measures of tail dependence
• Tails of multivariate Archimedean copulas
• Sampling Archimedean copulas
• A probabilistic interpretation of complete monotonicity
• Simulating Copulas

This page was built for publication: A directory of families of infinitely extendible Archimedean copulas