Proving the characterization of Archimedean copulas via Dini derivatives
- Fernández-Sánchez, Juan
- Úbeda-Flores, Manuel
DOIAbstract
summary:In this note we prove the characterization of the class of Archimedean copulas by using Dini derivatives
summary:In this note we prove the characterization of the class of Archimedean copulas by using Dini derivatives
Copulas are distribution functions with standard uniform univariate margins. One particular parametr...
Tail dependence copulas provide a natural perspective from which one can study the dependence in the...
A complete and user-friendly directory of tails of Archimedean copulas is presented which can be use...
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...
A new characterization of bivariate copulas is given by using the notion of Dini deriva-tives. Sever...
The thesis deals with Archimedean copulas which are very popular nowadays due to easy construction a...
Idempotent copulae have been characterised, in an implicit form, in \cite{Sem02}; here we look at a ...
Two algebraic notions, power of an associative binary function and nilpotency, are used in order to ...
International audienceWe study the impact of certain transformations within the class of Archimedean...
summary Recently, Liebscher (2006) introduced a general construction scheme of d-variate copulas whi...
This paper introduces a new family of multivariate copula functions defined by two generators, which...
Copulas are distribution functions with standard uniform univariate margins. One particular parametr...
Tail dependence copulas provide a natural perspective from which one can study the dependence in the...
A complete and user-friendly directory of tails of Archimedean copulas is presented which can be use...
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...
A new characterization of bivariate copulas is given by using the notion of Dini deriva-tives. Sever...
The thesis deals with Archimedean copulas which are very popular nowadays due to easy construction a...
Idempotent copulae have been characterised, in an implicit form, in \cite{Sem02}; here we look at a ...
Two algebraic notions, power of an associative binary function and nilpotency, are used in order to ...
International audienceWe study the impact of certain transformations within the class of Archimedean...
summary Recently, Liebscher (2006) introduced a general construction scheme of d-variate copulas whi...
This paper introduces a new family of multivariate copula functions defined by two generators, which...
Copulas are distribution functions with standard uniform univariate margins. One particular parametr...
Tail dependence copulas provide a natural perspective from which one can study the dependence in the...
A complete and user-friendly directory of tails of Archimedean copulas is presented which can be use...
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