Diagonal copulas of archimedean class

DOI10.1080/03610929608831791zbMath0900.62339MaRDI QIDQ4337220

Yimin Yang, Engin A. Sungur

Publication date: 19 May 1997

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610929608831791

zbMATH Keywords

copulas; archimedean copulas; diagonal copulas

Mathematics Subject Classification ID

62H99: Multivariate analysis

Related Items

Unnamed Item, Unnamed Item, A copula-graphic estimator for the conditional survival function under dependent censoring, A martingale approach to the copula-graphic estimator for the survival function under dependent censoring, Constructing Archimedean copulas from diagonal sections, Rejoinder on: Inference in multivariate Archimedean copula models, Constructions of copulas with given diagonal (and opposite diagonal) sections and some generalizations, Maximum entropy copula with given diagonal section, Frank's condition for multivariate Archimedean copulas, Characterizations of Archimedean n-copulas, Unnamed Item, Multiattribute Utility Functions Satisfying Mutual Preferential Independence

Cites Work

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• Copules archimédiennes et families de lois bidimensionnelles dont les marges sont données
• Discrete bivariate distributions with given marginals and correlation
• Some bivariate uniform distributions
• Dependence Information in Parameterized Copulas
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