We introduce and study a class of bivariate copulas depending on two univariate functions which generalizes the well--known Archimedean family. We provide several examples and some results about the concordance order.
A generalization of the Archimedean class of bivariate copulas
DURANTE, FABRIZIO;SEMPI, Carlo
2007-01-01
Abstract
We introduce and study a class of bivariate copulas depending on two univariate functions which generalizes the well--known Archimedean family. We provide several examples and some results about the concordance order.File in questo prodotto:
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