Kendall distribution functions and associative copulas

DOI10.1016/j.fss.2008.05.001zbMath1183.60006MaRDI QIDQ834519

Roger B. Nelsen, José Antonio Rodríguez-Lallena, Manuel Úbeda-Flores, José Juan Quesada-Molina

Publication date: 27 August 2009

Published in: Fuzzy Sets and Systems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.fss.2008.05.001

zbMATH Keywords

Archimedean copula; ordinal sum; Kendall distribution function; associative copula

Mathematics Subject Classification ID

62H05: Characterization and structure theory for multivariate probability distributions; copulas

60E05: Probability distributions: general theory

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Cites Work

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• Copules archimédiennes et families de lois bidimensionnelles dont les marges sont données
• Distribution functions of copulas: A class of bivariate probability integral transforms
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