Title of article
Frankʼs condition for multivariate Archimedean copulas
Author/Authors
Erdely، نويسنده , , Arturo and Gonzلlez-Barrios، نويسنده , , José M. and Hernلndez-Cedillo، نويسنده , , Marيa M.، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2014
Pages
6
From page
131
To page
136
Abstract
In this paper we study possible multivariate generalizations of construction of n-copulas with a given diagonal section. In the case of Archimedean n-copulas we prove that Frankʼs condition, which establishes when an Archimedean 2-copula is characterized by its diagonal section, can be extended to larger dimensions.
Keywords
Diagonal sections , Multivariate copulas
Journal title
FUZZY SETS AND SYSTEMS
Serial Year
2014
Journal title
FUZZY SETS AND SYSTEMS
Record number
1601890
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