Geodesic
Non-exchangeable random variables, Archimax copulas and their fitting to real data
Kybernetika, Tome 47 (2011) no. 4, pp. 519-531.

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The aim of this paper is to open a new way of modelling non-exchangeable random variables with a class of Archimax copulas. We investigate a connection between powers of generators and dependence functions, and propose some construction methods for dependence functions. Application to different hydrological data is given.
Classification : 62A10, 93E12
Keywords: Archimax copula; dependence function; generator 
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     title = {Non-exchangeable random variables, {Archimax} copulas and their fitting to real data},
     journal = {Kybernetika},
     pages = {519--531},
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     volume = {47},
     number = {4},
     year = {2011},
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     zbl = {1227.93120},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/KYB_2011__47_4_a1/}
}
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Bacigál, Tomáš; Jágr, Vladimír; Mesiar, Radko. Non-exchangeable random variables, Archimax copulas and their fitting to real data. Kybernetika, Tome 47 (2011) no. 4, pp. 519-531. http://geodesic.mathdoc.fr/item/KYB_2011__47_4_a1/