Convergence of linear approximation of Archimedean generator from Williamson's transform in examples

DOI10.1515/TMMP-2017-0010MaRDI QIDQ4605370zbMATH OpenOpenAlexFDO

Authors Tomáš Bacigál, M. Ždímalová

Publication date 22 February 2018

Published in Tatra Mountains Mathematical Publications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1515/tmmp-2017-0010

zbMATH Keywords

approximationArchimedean copulaWilliamson \(n\)-transform

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

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Cited in

(2)

• FGM generated Archimedean copulas with concave multiplicative generators
• On convergence and mass distributions of multivariate Archimedean copulas and their interplay with the Williamson transform

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