Charpentier, A.; Fougères, A.-L.; Genest, C.; … - In: Journal of Multivariate Analysis 126 (2014) C, pp. 118-136
A multivariate extension of the bivariate class of Archimax copulas was recently proposed by Mesiar and Jágr (2013), who asked under which conditions it holds. This paper answers their question and provides a stochastic representation of multivariate Archimax copulas. A few basic properties of...
