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
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)
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