Proving the characetrization of Archimedean copulas via Dini derivatives

DOI10.14736/KYB-2016-5-0785zbMath1389.62007OpenAlexW2562214814MaRDI QIDQ2956004

Manuel Úbeda-Flores, Juan Fernández-Sánchez

Publication date: 13 January 2017

Published in: Kybernetika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.14736/kyb-2016-5-0785

zbMATH Keywords

Archimedean copulaDini derivativederived number

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Probability distributions: general theory (60E05) Differentiation (real functions of one variable): general theory, generalized derivatives, mean value theorems (26A24) Characterization and structure theory of statistical distributions (62E10)

Related Items (4)

Zero-sets of copulas ⋮ A note on an idempotent transformation of absolutely continuous Archimedean copulas ⋮ Zero-linear copulas ⋮ Copula-based Markov process

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