A generalization of the Archimedean class of bivariate copulas

DOI10.1007/s10463-006-0061-9zbMath1332.62171OpenAlexW2033754810MaRDI QIDQ2457968

Fabrizio Durante, José Juan Quesada-Molina, Carlo Sempi

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

copulaArchimedean copulaconcordance order

Mathematics Subject Classification ID

Measures of association (correlation, canonical correlation, etc.) (62H20) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Probability distributions: general theory (60E05) Characterization and structure theory of statistical distributions (62E10)

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