Diagonal copulas of archimedean class
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Cites work
- scientific article; zbMATH DE number 418884 (Why is no real title available?)
- scientific article; zbMATH DE number 3870293 (Why is no real title available?)
- scientific article; zbMATH DE number 3393603 (Why is no real title available?)
- Associativity in a class of operations on spaces of distribution functions
- Copules archimédiennes et families de lois bidimensionnelles dont les marges sont données
- Dependence Information in Parameterized Copulas
- Discrete bivariate distributions with given marginals and correlation
- On nonparametric measures of dependence for random variables
- Some bivariate uniform distributions
Cited in
(14)- A martingale approach to the copula-graphic estimator for the survival function under dependent censoring
- Multiattribute utility functions satisfying mutual preferential independence
- scientific article; zbMATH DE number 1163782 (Why is no real title available?)
- Constructing Archimedean copulas from diagonal sections
- Rejoinder on: Inference in multivariate Archimedean copula models
- Frank's condition for multivariate Archimedean copulas
- Maximum entropy copula with given diagonal section
- Constructions of copulas with given diagonal (and opposite diagonal) sections and some generalizations
- Extension to copulas and quasi-copulas as special \(1\)-Lipschitz aggregation operators.
- Diagonal plane sections of trivariate copulas
- Characterizations of Archimedean \(n\)-copulas.
- GARCH-in-mean models with asymmetric variance processes for bivariate European option evaluation
- Exact distribution under independence of the diagonal section of the empirical copula
- A copula-graphic estimator for the conditional survival function under dependent censoring
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