Frankʼs condition for multivariate Archimedean copulas

Frankʼs condition for multivariate Archimedean copulas

In this paper we study possible multivariate generalizations of construction of n-copulas with a given diagonal section. In the case of Archimedean n-copulas we prove that Frankʼs condition, which establishes when an Archimedean 2-copula is characterized by its diagonal section, can be extended to l...

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Veröffentlicht in:Fuzzy sets and systems 2014-04, Vol.240, p.131-136
Hauptverfasser: Erdely, Arturo, González-Barrios, José M., Hernández-Cedillo, María M.
Format: Artikel
Sprache:eng
Schlagworte:
Construction
Diagonal sections
Fuzzy set theory
Multivariate copulas
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Zusammenfassung:In this paper we study possible multivariate generalizations of construction of n-copulas with a given diagonal section. In the case of Archimedean n-copulas we prove that Frankʼs condition, which establishes when an Archimedean 2-copula is characterized by its diagonal section, can be extended to larger dimensions.
ISSN:0165-0114
1872-6801
DOI:10.1016/j.fss.2013.05.017