On hyperbolic iterated distortions for the adjustment of survival functions
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Publication:2888089
zbMATH Open1238.91080MaRDI QIDQ2888089FDOQ2888089
Authors: Alexis Bienvenüe, Didier Rullière
Publication date: 30 May 2012
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- On certain transformations of Archimedean copulas: Application to the non-parametric estimation of their generators
- On tail dependence coefficients of transformed multivariate Archimedean copulas
- Distortions of multivariate distribution functions and associated level curves: applications in multivariate risk theory
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