Characterizations of bivariate conic, extreme value, and Archimax copulas

Characterizations of bivariate conic, extreme value, and Archimax copulas AbstractBased 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. http://www.deepdyve.com/assets/images/DeepDyve-Logo-lg.png Dependence Modeling de Gruyter

Characterizations of bivariate conic, extreme value, and Archimax copulas

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Publisher
De Gruyter Open
Copyright
© 2017
ISSN
2300-2298
eISSN
2300-2298
D.O.I.
10.1515/demo-2017-0003
Publisher site
See Article on Publisher Site

Abstract

AbstractBased 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.

Journal

Dependence Modelingde Gruyter

Published: Jan 26, 2017

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