summary:In this note we prove the characterization of the class of Archimedean copulas by using Dini derivatives
summary:This paper deals with conditions of compatibility of a system of copulas and with bounds of ...
summary:This paper deals with conditions of compatibility of a system of copulas and with bounds of ...
AbstractA complete and user-friendly directory of tails of Archimedean copulas is presented which ca...
summary:In this note we prove the characterization of the class of Archimedean copulas by using Dini...
summary:In this note we prove the characterization of the class of Archimedean copulas by using Dini...
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...
We introduce and study a class of bivariate copulas depending on two univariate functions which gene...
summary:Based on a recent representation of copulas invariant under univariate conditioning, a new c...
AbstractThe copula for a bivariate distribution functionH(x, y) with marginal distribution functions...
In this paper we analyse the properties of hierarchical Archimedean copulas. This class is a general...
In this paper we analyse the properties of hierarchical Archimedean copulas. This class is a general...
In this paper we analyse the properties of hierarchical Archimedean copulas. This class is a general...
The (additive) generator of an Archimedean copula - as well as the inverse of the generator - is a s...
summary:This paper deals with conditions of compatibility of a system of copulas and with bounds of ...
summary:This paper deals with conditions of compatibility of a system of copulas and with bounds of ...
AbstractA complete and user-friendly directory of tails of Archimedean copulas is presented which ca...
summary:In this note we prove the characterization of the class of Archimedean copulas by using Dini...
summary:In this note we prove the characterization of the class of Archimedean copulas by using Dini...
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...
We introduce and study a class of bivariate copulas depending on two univariate functions which gene...
summary:Based on a recent representation of copulas invariant under univariate conditioning, a new c...
AbstractThe copula for a bivariate distribution functionH(x, y) with marginal distribution functions...
In this paper we analyse the properties of hierarchical Archimedean copulas. This class is a general...
In this paper we analyse the properties of hierarchical Archimedean copulas. This class is a general...
In this paper we analyse the properties of hierarchical Archimedean copulas. This class is a general...
The (additive) generator of an Archimedean copula - as well as the inverse of the generator - is a s...
summary:This paper deals with conditions of compatibility of a system of copulas and with bounds of ...
summary:This paper deals with conditions of compatibility of a system of copulas and with bounds of ...
AbstractA complete and user-friendly directory of tails of Archimedean copulas is presented which ca...
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