Characterizations of bivariate conic, extreme value, and Archimax copulas
Abstract: Based on a general construction method by means of bivariate ultramodular copulas we construct, for particular settings, special bivariate conic, extreme value, and Archimax copulas. We also show that the sets of copulas obtained in this way are dense in the sets of all conic, extreme value, and Archimax copulas, respectively.
- Standort
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Deutsche Nationalbibliothek Frankfurt am Main
- Umfang
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Online-Ressource
- Sprache
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Englisch
- Erschienen in
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Characterizations of bivariate conic, extreme value, and Archimax copulas ; volume:5 ; number:1 ; year:2017 ; pages:45-58 ; extent:14
Dependence modeling ; 5, Heft 1 (2017), 45-58 (gesamt 14)
- Urheber
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Saminger-Platz, Susanne
De Jesús Arias-García, José
Mesiar, Radko
Klement, Erich Peter
- DOI
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10.1515/demo-2017-0003
- URN
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urn:nbn:de:101:1-2411181552002.864138917644
- Rechteinformation
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Open Access; Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Letzte Aktualisierung
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15.08.2025, 07:22 MESZ
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Beteiligte
- Saminger-Platz, Susanne
- De Jesús Arias-García, José
- Mesiar, Radko
- Klement, Erich Peter
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