Frank's condition for multivariate Archimedean copulas

被引：9

作者：

Erdely, Arturo ^{[1
]}

Gonzalez-Barrios, Jose M. ^{[2
]}

Hernandez-Cedillo, Maria M. ^{[2
]}

机构：

[1] Univ Nacl Autonoma Mexico, Div Matemat & Ingn FES Acatlan, Mexico City, Estado De Mexic, Mexico

[2] IIMAS Univ Nacl Autonoma Mexico, Dept Probabilidad & Estadist, Mexico City 04510, DF, Mexico

来源：

FUZZY SETS AND SYSTEMS | 2014年 / 240卷

关键词：

Multivariate copulas; Diagonal sections; DISTRIBUTIONS; DIAGONALS;

D O I：

10.1016/j.fss.2013.05.017

中图分类号：

TP301 [理论、方法];

学科分类号：

081202 ;

摘要：

In this paper we study possible multivariate generalizations of construction of n-copulas with a given diagonal section. In the case of Archimedean n-copulas we prove that Frank's condition, which establishes when an Archimedean 2-copula is characterized by its diagonal section, can be extended to larger dimensions. (c) 2013 Elsevier B.V. All rights reserved.

引用

页码：131 / 136

页数：6