On the class of bivariate Archimax copulas under constraints
Author:
Funder
Canada Research Chairs
Natural Sciences and Engineering Research Council of Canada
Publisher
Elsevier BV
Subject
Artificial Intelligence,Logic
Reference27 articles.
1. Bivariate distributions with given extreme value attractor;Capéraà;J. Multivar. Anal.,2000
2. Spearman's rho is larger than Kendall's tau for positively dependent random variables;Capéraà;J. Nonparametr. Stat.,1993
3. Multivariate Archimax copulas;Charpentier;J. Multivar. Anal.,2014
4. Principles of Copula Theory;Durante,2016
5. The distribution of the probability mass of conic copulas;Fernández-Sánchez;Fuzzy Sets Syst.,2016
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