\(d\)-dimensional dependence functions and Archimax copulas
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Publication:2445563
DOI10.1016/j.fss.2012.10.010zbMath1284.62345MaRDI QIDQ2445563
Publication date: 14 April 2014
Published in: Fuzzy Sets and Systems (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.fss.2012.10.010
copula; Archimedean copula; Pickands dependence function; extreme value copula; tail dependence function; Archimax copula
62H20: Measures of association (correlation, canonical correlation, etc.)
62G32: Statistics of extreme values; tail inference
Related Items
On an asymmetric extension of multivariate Archimedean copulas based on quadratic form, Hierarchical copulas with Archimedean blocks and asymmetric between-block pairs, Hierarchical Archimax copulas, A note on Archimax copulas and their representation by means of conic copulas, On the class of bivariate Archimax copulas under constraints, Inference for Archimax copulas, A note on bivariate Archimax copulas, Multivariate Archimax copulas
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