On the class of bivariate Archimax copulas under constraints
Fuzzy Sets and Systems（2021）
摘要
The class of bivariate Archimax copulas spans a broad range of dependence. However, its size is much reduced when the degree of association is prespecified. The extent of this reduction is studied for a large set of measures of association. The cases of exchangeable and non-exchangeable Archimax copulas are both considered.
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关键词
Archimax copula,Archimedean copula,Blomqvist's beta,Exchangeability,Extreme-value copula,Kendall's tau,Non-exchangeability,Pickands dependence function,Spearman's rho,Tail dependence
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