Non-exchangeable random variables, archimax copulas and their fitting to real data

Kybernetika

Volumn 47, Issue 4, 2011, Pages 519-531

  Bacigál, Tomáš ^a   Jágr, Vladimír ^a   Mesiar, Radko ^a,b  

^a SLOVAK UNIVERSITY OF TECHNOLOGY   (Slovakia)

^b INSTITUTE OF INFORMATION THEORY AND AUTOMATION   (Czech Republic)

Author keywords

Archimax copula; Dependence function; Generator

Indexed keywords

EID: 83455180017     PISSN: 00235954     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article

References (18)

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