A Generalization of the Archimedean Class of Bivariate Copulas View Full Text


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Article Info

DATE

2006-08-01

AUTHORS

Fabrizio Durante, José Juan Quesada-Molina, Carlo Sempi

ABSTRACT

We introduce and study a class of bivariate copulas depending on two univariate functions which generalizes the well-known Archimedean family. We provide several examples and some results about the concordance order.

PAGES

487-498

References to SciGraph publications

Identifiers

URI

http://scigraph.springernature.com/pub.10.1007/s10463-006-0061-9

DOI

http://dx.doi.org/10.1007/s10463-006-0061-9

DIMENSIONS

https://app.dimensions.ai/details/publication/pub.1008292001


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