We present an analytical proof of the characterisation of bivariate Archimax copulas in terms of the properties of their generating functions
summary:We present three characterizations of $n$-dimensional Archimedean copulas: algebraic, differ...
summary:We present three characterizations of $n$-dimensional Archimedean copulas: algebraic, differ...
summary:We present three characterizations of $n$-dimensional Archimedean copulas: algebraic, differ...
Our paper, written jointly also with Anne-Laure Fougères, Christian Genest and Johanna Nešlehová, en...
This paper introduces a new family of multivariate copula functions defined by two generators, which...
In this thesis we analyze one particular mapping in the set of bivariate copulas, which allows flexi...
This week, Anne-Laure Fougères gave a talk in Besançon about Multivariate Archimax Copulas (that was...
This M.Sc. thesis contributes to the use of Archimax copulas to model bivariate extremes. After a re...
AbstractWe propose a new test for the hypothesis that a bivariate copula is an Archimedean copula wh...
This week, Anne-Laure Fougères gave a talk in Besançon about Multivariate Archimax Copulas (that was...
We propose a new test for the hypothesis that a bivariate copula is an Archimedean copula. The test ...
In this paper we introduce two methods for the construction of asymmetric multivariate copulas. The ...
AbstractIn this paper we introduce two methods for the construction of asymmetric multivariate copul...
summary:Transformations of copulas by means of increasing bijections on the unit interval and attrac...
This paper investigates properties of extensions of tail dependence of Archimax copulas to high dime...
summary:We present three characterizations of $n$-dimensional Archimedean copulas: algebraic, differ...
summary:We present three characterizations of $n$-dimensional Archimedean copulas: algebraic, differ...
summary:We present three characterizations of $n$-dimensional Archimedean copulas: algebraic, differ...
Our paper, written jointly also with Anne-Laure Fougères, Christian Genest and Johanna Nešlehová, en...
This paper introduces a new family of multivariate copula functions defined by two generators, which...
In this thesis we analyze one particular mapping in the set of bivariate copulas, which allows flexi...
This week, Anne-Laure Fougères gave a talk in Besançon about Multivariate Archimax Copulas (that was...
This M.Sc. thesis contributes to the use of Archimax copulas to model bivariate extremes. After a re...
AbstractWe propose a new test for the hypothesis that a bivariate copula is an Archimedean copula wh...
This week, Anne-Laure Fougères gave a talk in Besançon about Multivariate Archimax Copulas (that was...
We propose a new test for the hypothesis that a bivariate copula is an Archimedean copula. The test ...
In this paper we introduce two methods for the construction of asymmetric multivariate copulas. The ...
AbstractIn this paper we introduce two methods for the construction of asymmetric multivariate copul...
summary:Transformations of copulas by means of increasing bijections on the unit interval and attrac...
This paper investigates properties of extensions of tail dependence of Archimax copulas to high dime...
summary:We present three characterizations of $n$-dimensional Archimedean copulas: algebraic, differ...
summary:We present three characterizations of $n$-dimensional Archimedean copulas: algebraic, differ...
summary:We present three characterizations of $n$-dimensional Archimedean copulas: algebraic, differ...
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