A generalization of the Archimedean class of bivariate copulas

DOI10.1007/s10463-006-0061-9zbMath1332.62171MaRDI QIDQ2457968

José Juan Quesada-Molina, Carlo Sempi, Fabrizio Durante

Publication date: 24 October 2007

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10463-006-0061-9

zbMATH Keywords

copula; Archimedean copula; concordance order

Mathematics Subject Classification ID

62H20: Measures of association (correlation, canonical correlation, etc.)

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

60E05: Probability distributions: general theory

62E10: Characterization and structure theory of statistical distributions

Related Items

Unnamed Item, New constructions of diagonal patchwork copulas, Continuous R-implications generated from representable aggregation functions, Non-exchangeability of negatively dependent random variables

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