Multivariate Archimax copulas
Year of publication: |
2014
|
---|---|
Authors: | Charpentier, A. ; Fougères, A.-L. ; Genest, C. ; Nešlehová, J.G. |
Published in: |
Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 126.2014, C, p. 118-136
|
Publisher: |
Elsevier |
Subject: | Archimedean copula | Domain of attraction | Multivariate extreme-value distribution | Stable tail dependence function | Williamson d-transform |
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