D-Dimensional dependence functions and Archimax copulas

Fuzzy Sets and Systems

Volumn 228, Issue , 2013, Pages 78-87

  Mesiar, Radko ^a   Jágr, Vladimír ^a  

^a SLOVAK UNIVERSITY OF TECHNOLOGY   (Slovakia)

Author keywords

Archimax copula; Archimedean copula; Copula; Extreme value copula; Pickands dependence function; Tail dependence function

Indexed keywords

ARCHIMAX COPULA; ARCHIMEDEAN COPULA; COPULA; EXTREME VALUE; TAIL DEPENDENCE;

ARTIFICIAL INTELLIGENCE;

FUZZY SETS;

EID: 84880924059     PISSN: 01650114     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.fss.2012.10.010     Document Type: Article

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