Non-Archimedean adjoints
Niel Shell (1977)
Colloquium Mathematicae
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Niel Shell (1977)
Colloquium Mathematicae
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Costa Soares, Maria Zoraide M. (1980)
Portugaliae mathematica
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Izidor Hafner, Tomislav Zitko (2002)
Visual Mathematics
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Pedro Telleria (1995)
Annales mathématiques Blaise Pascal
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Tôru Saitô (1987)
Czechoslovak Mathematical Journal
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Juan Fernández-Sánchez, Manuel Úbeda-Flores (2016)
Kybernetika
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In this note we prove the characterization of the class of Archimedean copulas by using Dini derivatives.
Peter Ullrich, Reinhard Karlowski (1991)
Mathematische Annalen
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Tôru Saitô (1976)
Czechoslovak Mathematical Journal
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J. Górecki, M. Hofert, M. Holeňa (2017)
Dependence Modeling
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Several successful approaches to structure determination of hierarchical Archimedean copulas (HACs) proposed in the literature rely on agglomerative clustering and Kendall’s correlation coefficient. However, there has not been presented any theoretical proof justifying such approaches. This work fills this gap and introduces a theorem showing that, given the matrix of the pairwise Kendall correlation coefficients corresponding to a HAC, its structure can be recovered by an agglomerative...