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A Generalization of the Archimedean Class of Bivariate Copulas


  • Fabrizio Durante


  • José Quesada-Molina


  • Carlo Sempi



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Suggested Citation

  • Fabrizio Durante & José Quesada-Molina & Carlo Sempi, 2007. "A Generalization of the Archimedean Class of Bivariate Copulas," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 59(3), pages 487-498, September.
  • Handle: RePEc:spr:aistmt:v:59:y:2007:i:3:p:487-498
    DOI: 10.1007/s10463-006-0061-9

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    Cited by:

    1. Sabrina Mulinacci, 2015. "Archimedean-based Marshall-Olkin Distributions and Related Copula Functions," Papers 1502.01912,
    2. Fabrizio Durante & Pier Papini, 2010. "Non-exchangeability of negatively dependent random variables," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 71(2), pages 139-149, March.
    3. Cerqueti, Roy & Lupi, Claudio, 2015. "Total positivity for a class of non-exchangeable copulas," Economics & Statistics Discussion Papers esdp15077, University of Molise, Dept. EGSeI.
    4. Xie, Jiehua & Lin, Feng & Yang, Jingping, 2017. "On a generalization of Archimedean copula family," Statistics & Probability Letters, Elsevier, vol. 125(C), pages 121-129.
    5. Romera, Rosario & Molanes, Elisa M., 2008. "Copulas in finance and insurance," DES - Working Papers. Statistics and Econometrics. WS ws086321, Universidad Carlos III de Madrid. Departamento de Estadística.

    More about this item


    Copula; Archimedean copula; Concordance order;


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