A Generalization of the Archimedean Class of Bivariate Copulas
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- Sabrina Mulinacci, 2015. "Archimedean-based Marshall-Olkin Distributions and Related Copula Functions," Papers 1502.01912, arXiv.org.
- 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.
- Cerqueti, Roy & Lupi, Claudio, 2015. "Total positivity for a class of non-exchangeable copulas," Economics & Statistics Discussion Papers esdp15077, University of Molise, Dept. EGSeI.
- Xie, Jiehua & Lin, Feng & Yang, Jingping, 2017. "On a generalization of Archimedean copula family," Statistics & Probability Letters, Elsevier, vol. 125(C), pages 121-129.
- 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.
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KeywordsCopula; Archimedean copula; Concordance order;
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