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Extreme value attractors for star unimodal copulas

✍ Scribed by Ioan Cuculescu; Radu Theodorescu

Book ID
104447307
Publisher
Elsevier Science
Year
2002
Tongue
English
Weight
51 KB
Volume
334
Category
Article
ISSN
1631-073X

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✦ Synopsis

We determine maximum attractors for copulas star (or 2-) unimodal (about a point (a, b) ∈ R 2 ). If (a, b) = (1, 1) these attractors form a two-parameter family of copulas extending that of Cuadras-Augé, whereas if (a, b) = (1, 1) they cover all maximum value copulas. We also examine the relationship between unimodality and Archimax copulas. To cite this article: I.

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