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文章基本信息

  • 标题:Characterizations of bivariate conic, extreme value, and Archimax copulas
  • 本地全文:下载
  • 作者:Susanne Saminger-Platz ; José De Jesús Arias-García ; Radko Mesiar
  • 期刊名称:Dependence Modeling
  • 电子版ISSN:2300-2298
  • 出版年度:2017
  • 卷号:5
  • 期号:1
  • 页码:45-58
  • DOI:10.1515/demo-2017-0003
  • 出版社:Walter de Gruyter GmbH
  • 摘要:

    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.

  • 关键词:Ultramodular copula ; conic copula ; extreme value copula ; Archimax copula MSC 2010: Primary 62H05 ; Secondary 60E05 ; 26B25
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