Title of article
d-Dimensional dependence functions and Archimax copulas
Author/Authors
Mesiar، نويسنده , , Radko and Jلgr، نويسنده , , Vladimيr، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2013
Pages
10
From page
78
To page
87
Abstract
We introduce a new class of dependence functions and method for constructing tail and Pickands dependence functions. Finally, we conjecture the structure of d-dimensional Archimax copulas and discuss some classes of d-dimensional Archimax copulas.
Keywords
Copula , Archimedean copula , Archimax copula , Extreme value copula , Pickands dependence function , Tail dependence function
Journal title
FUZZY SETS AND SYSTEMS
Serial Year
2013
Journal title
FUZZY SETS AND SYSTEMS
Record number
1601748
Link To Document