Archimax copulas and invariance under transformations
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Publication:557111
DOI10.1016/j.crma.2005.04.012zbMath1126.62040OpenAlexW2080321461MaRDI QIDQ557111
Endre Pap, Radko Mesiar, Erich Peter Klement
Publication date: 23 June 2005
Published in: Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.crma.2005.04.012
Characterization and structure theory for multivariate probability distributions; copulas (62H05) Foundations and philosophical topics in statistics (62A01)
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Cites Work
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- Triangular norms
- Extreme value attractors for star unimodal copulas
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- Bivariate extreme value theory: Models and estimation
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