Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
389431 | Fuzzy Sets and Systems | 2013 | 10 Pages |
Abstract
We introduce a new class of dependence functions and method for constructing tail and Pickands dependence functions. Finally, we conjecture the structure of d-dimensional Archimax copulas and discuss some classes of d-dimensional Archimax copulas.
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