Characterizations of Archimedean n-copulas

DOI10.14736/kyb-2015-2-0212zbMath1340.62054OpenAlexW2396111355MaRDI QIDQ2948108

Włodzimierz Wysocki

Publication date: 29 September 2015

Published in: Kybernetika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.14736/kyb-2015-2-0212

zbMATH Keywords

additive generatordiagonal generatormultiplicative generator(Archimedean) \(n\)-copula(Archimedean) \(n\)-quasicopulaArchimedean operation

Mathematics Subject Classification ID

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

Related Items

Sampling from Archimedean n-copulas ⋮ Constructions of copulas with given diagonal (and opposite diagonal) sections and some generalizations ⋮ Integral generators of Archimedean n-copulas

Cites Work

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