Characterizations of bivariate conic, extreme value, and Archimax copulas

Dependence Modeling

卷:5

De Jesús Arias-García José¹  Klement Erich Peter²  Saminger-Platz Susanne²  Mesiar Radko³ 

[1] De Jesús Arias-García KERMIT, Department of Mathematical Modelling, Statistics and Bioinformatics, Ghent University, 9000 Gent, Belgium;

[2] Department of Knowledge-Based Mathematical Systems, Johannes Kepler University, 4040 Linz, Austria;

[3] Department of Mathematics and Descriptive Geometry, Faculty of Civil Engineering, Slovak University of Technology, 810 05 Bratislava, Slovakia;

关键词: ultramodular copula;    conic copula;    extreme value copula;    archimax copula;    primary 62h05;    secondary 60e05;    26b25;   

DOI  :  10.1515/demo-2017-0003

来源: DOAJ

【 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.

【 授权许可】

Unknown