Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
4943994 | Fuzzy Sets and Systems | 2017 | 10 Pages |
Abstract
The aim of this note is to prove the equivalence between the class of conic copulas and the class of Archimax copulas based on the lower Fréchet-Hoeffding bound W. We demonstrate the transition from arbitrary conic copula to appropriate Pickands dependence function, and vice-versa. Our results show that Archimax copulas are isomorphic transforms of either EV-copulas or conic copulas.
Related Topics
Physical Sciences and Engineering
Computer Science
Artificial Intelligence
Authors
Michal Dibala, Lucia VavrÃková,