Archimedean Copulas

  • Roger B. Nelsen
Part of the Lecture Notes in Statistics book series (LNS, volume 139)


In this chapter we discuss an important class of copulas known as Archimedean copulas. These copulas find a wide range of applications for a number of reasons: (1) The ease with which they can be constructed; (2) The great variety of families of copulas which belong to this class; and (3) The many nice properties possessed by the members of this class. As mentioned in the Introduction, Archimedean copulas originally appeared not in statistics, but rather in the study of probabilistic metric spaces, where they were studied as part of the development of a probabilistic version of the triangle inequality. For an account of this history, see [Schweizer (1991)] and the references cited therein.


Level Curve Level Curf Archimedean Copula Zero Curve Joint Distribution Function 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.


Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.

Copyright information

© Springer Science+Business Media New York 1999

Authors and Affiliations

  • Roger B. Nelsen
    • 1
  1. 1.Department of Mathematical SciencesLewis & Clark CollegePortlandUSA

Personalised recommendations