Title of article :
d-Dimensional dependence functions and Archimax copulas
Author/Authors :
Mesiar، نويسنده , , Radko and Jلgr، نويسنده , , Vladimيr، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2013
Abstract :
We introduce a new class of dependence functions and method for constructing tail and Pickands dependence functions. Finally, we conjecture the structure of d-dimensional Archimax copulas and discuss some classes of d-dimensional Archimax copulas.
Keywords :
Copula , Archimedean copula , Archimax copula , Extreme value copula , Pickands dependence function , Tail dependence function
Journal title :
FUZZY SETS AND SYSTEMS
Journal title :
FUZZY SETS AND SYSTEMS
