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On the class of bivariate Archimax copulas under constraints
Fuzzy Sets and Systems ( IF 3.2 ) Pub Date : 2020-07-01 , DOI: 10.1016/j.fss.2020.06.017
Christian Genest , Piotr Jaworski

Abstract The class of bivariate Archimax copulas spans a broad range of dependence. However, its size is much reduced when the degree of association is prespecified. The extent of this reduction is studied for a large set of measures of association. The cases of exchangeable and non-exchangeable Archimax copulas are both considered.

中文翻译:

约束下的二元Archimax copula类

摘要 二元 Archimax copulas 类跨越了广泛的依赖关系。但是,当预先指定关联程度时,它的大小会大大减小。针对大量关联度量研究了这种减少的程度。可交换和不可交换的 Archimax copula 的情况都被考虑。
更新日期:2020-07-01
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