Characterizations of bivariate conic, extreme value, and Archimax copulas

• Autorzy: Susanne Saminger-Platz , José De Jesús Arias-García , Radko Mesiar , Erich Peter Klement
• Języki publikacji: EN

Abstrakty

EN

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.

Słowa kluczowe

EN

Ultramodular copula; conic copula; extreme value copula; Archimax copula

• Wydawca: De Gruyter Open
• Czasopismo: Dependence Modeling
• Rocznik: 2017
• Tom: 5
• Numer: 1
• Strony: 45-58

Daty

wydano

2017-01-01

otrzymano

2016-12-30

zaakceptowano

2017-02-09

online

2017-03-09

Twórcy

autor

Susanne Saminger-Platz

• Department of Knowledge-Based Mathematical Systems, Johannes Kepler University, 4040 Linz,

autor

José De Jesús Arias-García

• De Jesús Arias-García KERMIT, Department of Mathematical Modelling, Statistics and Bioinformatics, Ghent University, 9000 Gent,

autor

Radko Mesiar

• Department of Mathematics and Descriptive Geometry, Faculty of Civil Engineering, Slovak University of Technology, 810 05 Bratislava,

autor

Erich Peter Klement

• Department of Knowledge-Based Mathematical Systems, Johannes Kepler University, 4040 Linz,

Identyfikatory

DOI

10.1515/demo-2017-0003