Proving the characterization of Archimedean copulas via Dini derivatives
Kybernetika, Tome 52 (2016) no. 5, pp. 785-790
Voir la notice de l'article provenant de la source Czech Digital Mathematics Library
In this note we prove the characterization of the class of Archimedean copulas by using Dini derivatives.
DOI :
10.14736/kyb-2016-5-0785
Classification :
60E05, 62E10
Keywords: Archimedean copula; derived number; Dini derivative
Keywords: Archimedean copula; derived number; Dini derivative
@article{10_14736_kyb_2016_5_0785,
author = {Fern\'andez-S\'anchez, Juan and \'Ubeda-Flores, Manuel},
title = {Proving the characterization of {Archimedean} copulas via {Dini} derivatives},
journal = {Kybernetika},
pages = {785--790},
publisher = {mathdoc},
volume = {52},
number = {5},
year = {2016},
doi = {10.14736/kyb-2016-5-0785},
mrnumber = {3602015},
zbl = {06674939},
language = {en},
url = {http://geodesic.mathdoc.fr/articles/10.14736/kyb-2016-5-0785/}
}
TY - JOUR AU - Fernández-Sánchez, Juan AU - Úbeda-Flores, Manuel TI - Proving the characterization of Archimedean copulas via Dini derivatives JO - Kybernetika PY - 2016 SP - 785 EP - 790 VL - 52 IS - 5 PB - mathdoc UR - http://geodesic.mathdoc.fr/articles/10.14736/kyb-2016-5-0785/ DO - 10.14736/kyb-2016-5-0785 LA - en ID - 10_14736_kyb_2016_5_0785 ER -
%0 Journal Article %A Fernández-Sánchez, Juan %A Úbeda-Flores, Manuel %T Proving the characterization of Archimedean copulas via Dini derivatives %J Kybernetika %D 2016 %P 785-790 %V 52 %N 5 %I mathdoc %U http://geodesic.mathdoc.fr/articles/10.14736/kyb-2016-5-0785/ %R 10.14736/kyb-2016-5-0785 %G en %F 10_14736_kyb_2016_5_0785
Fernández-Sánchez, Juan; Úbeda-Flores, Manuel. Proving the characterization of Archimedean copulas via Dini derivatives. Kybernetika, Tome 52 (2016) no. 5, pp. 785-790. doi: 10.14736/kyb-2016-5-0785
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