Two new generators of Archimedean copulas with their properties

DOI10.1080/03610926.2024.2440577MaRDI QIDQ6947831zbMATH OpenFDO

Authors Agnideep Aich, Ashit Baran Aich, B. A. Wade

Publication date 5 August 2025

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

Full work available at URL https://doi.org/10.1080/03610926.2024.2440577

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Measures of association (correlation, canonical correlation, etc.) (62H20)

Cites work

• A compendium of copulas
• Additive generators of copulas
• An introduction to copulas.
• Generators of copulas and aggregation
• scientific article; zbMATH DE number 3163305 (Why is no real title available?)
• On Generators in Archimedean Copulas
• Principles of copula theory
• Simulating copulas. Stochastic models, sampling algorithms and applications. With contributions by Claudia Czado, Elke Korn, Ralf Korn and Jakob Stöber
• Strictly Archimedean copulas with complete association for multivariate dependence based on the Clayton family

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