Proving the characterization of Archimedean copulas via Dini derivatives

Juan Fernández-Sánchez; Manuel Úbeda-Flores

Kybernetika (2016)

  • Volume: 52, Issue: 5, page 785-790
  • ISSN: 0023-5954

Abstract

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In this note we prove the characterization of the class of Archimedean copulas by using Dini derivatives.

How to cite

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Fernández-Sánchez, Juan, and Úbeda-Flores, Manuel. "Proving the characterization of Archimedean copulas via Dini derivatives." Kybernetika 52.5 (2016): 785-790. <http://eudml.org/doc/287591>.

@article{Fernández2016,
abstract = {In this note we prove the characterization of the class of Archimedean copulas by using Dini derivatives.},
author = {Fernández-Sánchez, Juan, Úbeda-Flores, Manuel},
journal = {Kybernetika},
keywords = {Archimedean copula; derived number; Dini derivative; Archimedean copula; derived number; Dini derivative},
language = {eng},
number = {5},
pages = {785-790},
publisher = {Institute of Information Theory and Automation AS CR},
title = {Proving the characterization of Archimedean copulas via Dini derivatives},
url = {http://eudml.org/doc/287591},
volume = {52},
year = {2016},
}

TY - JOUR
AU - Fernández-Sánchez, Juan
AU - Úbeda-Flores, Manuel
TI - Proving the characterization of Archimedean copulas via Dini derivatives
JO - Kybernetika
PY - 2016
PB - Institute of Information Theory and Automation AS CR
VL - 52
IS - 5
SP - 785
EP - 790
AB - In this note we prove the characterization of the class of Archimedean copulas by using Dini derivatives.
LA - eng
KW - Archimedean copula; derived number; Dini derivative; Archimedean copula; derived number; Dini derivative
UR - http://eudml.org/doc/287591
ER -

References

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