Characterizations of Archimedean n-copulas

DOI10.14736/KYB-2015-2-0212zbMATH Open1340.62054OpenAlexW2396111355MaRDI QIDQ2948108FDOQ2948108

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)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• An introduction to copulas.
• Multivariate Archimedean copulas, \(d\)-monotone functions and \(\ell _{1}\)-norm symmetric distributions
• Multiply monotone functions and their Laplace transforms
• A probabilistic interpretation of complete monotonicity
• A characterization of quasi-copulas
• Copula Models for Aggregating Expert Opinions
• On the characterization of a class of binary operations on distribution functions
• Copules archimédiennes et families de lois bidimensionnelles dont les marges sont données
• Mathematical Risk Analysis
• On copulas and their diagonals
• Diagonal copulas of archimedean class
• Constructing Archimedean copulas from diagonal sections
• Some families of multivariate symmetric distributions related to exponential distribution
• Generalizations of a ``folk-theorem on simple functional equations in a single variable
• POSITIONAL OPERATIVES WITH INVERTIBLE ELEMENTS

Cited In (9)

• On Generators in Archimedean Copulas
• On the construction of nested Archimedean copulas for \(d\)-monotone generators
• Title not available (Why is that?)
• Generalisation of the Notion of an n-Increasing Function. Archimedean Copulas
• Sampling from Archimedean n-copulas
• A note on Archimax copulas and their representation by means of conic copulas
• The dominance relation in some families of continuous Archimedean t-norms and copulas
• Integral generators of Archimedean n-copulas
• Constructions of copulas with given diagonal (and opposite diagonal) sections and some generalizations

This page was built for publication: Characterizations of Archimedean n-copulas

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2948108)