scientific article; zbMATH DE number 5071069

MaRDI QIDQ3409023zbMATH OpenFDO

Authors Werner Hürlimann

Publication date 7 November 2006

zbMATH Keywords

Archimax copulaArchimedean copulaextreme value copulaKendall's taumonotone regression dependenceSpearman's rhostochastic increasing dependence

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Measures of association (correlation, canonical correlation, etc.) (62H20)

Recommendations

• d-dimensional dependence functions and Archimax copulas
• Dependence structure of conditional Archimedean copulas
• Properties of hierarchical Archimedean copulas
• Extremal behavior of Archimedean copulas
• Archimedean copulas, exchangeability, and max-stability
• Invariant dependence structures and Archimedean copulas
• Dependence and order in families of Archimedean copulas
• Archimedean copulae and positive dependence

Cited in

(13)

• Hutchinson -- Lai's conjecture for bivariate extreme value copulas.
• When a copula is Archimax
• A note on Archimax copulas and their representation by means of conic copulas
• Relations between ageing and dependence for exchangeable lifetimes with an extension for the IFRA/DFRA property
• Inequalities for Gaussian random variables under Archimedean copula dependence
• On some properties of reflected maxmin copulas
• The partial copula: properties and associated dependence measures
• Kendall's tau and Spearman's rho for \(n\)-dimensional Archimedean copulas and their asymptotic properties
• Archimedean copulas, exchangeability, and max-stability
• scientific article; zbMATH DE number 1098865 (Why is no real title available?)
• scientific article; zbMATH DE number 1894358 (Why is no real title available?)
• Properties of hierarchical Archimedean copulas
• Archimax copulas and invariance under transformations

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