A note on bivariate Archimax copulas
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Publication:2283646
DOI10.1515/DEMO-2018-0011zbMATH Open1434.62080OpenAlexW2899953853MaRDI QIDQ2283646FDOQ2283646
Authors: Fabrizio Durante, Juan Fernández-Sánchez, Carlo Sempi 
Publication date: 13 January 2020
Published in: Dependence Modeling (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1515/demo-2018-0011
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Cites Work
- Homogeneous distributions -- and a spectral representation of classical mean values and stable tail dependence functions
- Principles of copula theory
- An introduction to copulas.
- Multivariate Archimedean copulas, \(d\)-monotone functions and \(\ell _{1}\)-norm symmetric distributions
- Multivariate Archimax copulas
- Bivariate distributions with given extreme value attractor
- Mass distributions of two-dimensional extreme-value copulas and related results
- \(d\)-dimensional dependence functions and Archimax copulas
- Uniform approximation of associative copulas by strict and non-strict copulas
- When a copula is Archimax
Cited In (6)
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