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On Finite-Dimensional Archimedean Copulas

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Asymptotic Methods in Probability and Statistics with Applications

Part of the book series: Statistics for Industry and Technology ((SIT))

Abstract

We investigate general finite dimensional Archimedean copulas. Some properties of generators of Archimedean copulas are under consideration. We obtain necessary and sufficient conditions for the generators of Archimedean copulas and give some properties of degenerate finite dimensional Archimedean copulas. Some examples of degenerate finite dimensional Archimedean copulas are also represented.

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References

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Author information

Authors and Affiliations

  1. St. Petersburg State University, St. Petersburg, Russia

    S. V. Malov

Authors
  1. S. V. Malov
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Editor information

Editors and Affiliations

  1. Department of Mathematics and Statistics, McMaster University, 1280 Main Street West, Hamilton, Ontario, L8S 4K1, Canada

    N. Balakrishnan

  2. Department of Mathematics and Mechanics, St. Petersburg State University, St. Petersburg, Russia

    I. A. Ibragimov  & V. B. Nevzorov  & 

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© 2001 Springer Science+Business Media New York

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Malov, S.V. (2001). On Finite-Dimensional Archimedean Copulas. In: Balakrishnan, N., Ibragimov, I.A., Nevzorov, V.B. (eds) Asymptotic Methods in Probability and Statistics with Applications. Statistics for Industry and Technology. Birkhäuser, Boston, MA. https://doi.org/10.1007/978-1-4612-0209-7_2

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  • DOI: https://doi.org/10.1007/978-1-4612-0209-7_2

  • Publisher Name: Birkhäuser, Boston, MA

  • Print ISBN: 978-1-4612-6663-1

  • Online ISBN: 978-1-4612-0209-7

  • eBook Packages: Springer Book Archive

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