A note on bivariate Archimax copulas

被引：0
|
作者：
Durante, Fabrizio [1 ]
Fernandez Sanchez, Juan [2 ]
Sempi, Carlo [3 ]
机构：
[1] Univ Salento, Dipartimento Sci Econ, I-73100 Lecce, Italy
[2] Univ Almeria, Grp Invest Anal Matemat, Almeria, Spain
[3] Univ Salento, Dipartimento Matemat & Fis Ennio De Giorgi, I-73100 Lecce, Italy
来源：
DEPENDENCE MODELING | 2018年 / 6卷 / 01期
关键词：
Archimax copulas; Pickands functions;
D O I：
10.1515/demo-2018-0011
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
We present an analytical proof of the characterisation of bivariate Archimax copulas in terms of the properties of their generating functions.
引用
收藏
页码：178 / 182
页数：5
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