Article ID Journal Published Year Pages File Type
4943994 Fuzzy Sets and Systems 2017 10 Pages PDF
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
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