Strictly Archimedean copulas with complete association for multivariate dependence based on the Clayton family
The family of Clayton copulas is one of the most widely used Archimedean copulas for dependency measurement. A major drawback of this copula is that when it accounts for negative dependence, the copula is nonstrict and its support is dependent on the parameter. The main motivation for this paper is...
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| Format: | Article |
| Language: | English |
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De Gruyter
2018-02-01
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| Series: | Dependence Modeling |
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| Online Access: | https://doi.org/10.1515/demo-2018-0001 |