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  • Search: subject:"Generator of dependence functions"
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Additive generator 1 Archimax copula 1 Dependence function 1 Face of a copula 1 Generator of dependence functions 1
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Wysocki, Włodzimierz 1
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Statistics & Probability Letters 1
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When a copula is archimax
Wysocki, Włodzimierz - In: Statistics & Probability Letters 83 (2013) 1, pp. 37-45
We discuss necessary and sufficient conditions for a copula to be archimax. We give a differential equation (depending on a function parameter) whose solution gives an additive generator of an Archimedean copula. We present two important applications of this differential equation. The first...
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