Kybernetika 52 no. 5, 785-790, 2016

Proving the characetrization of Archimedean copulas via Dini derivatives

Juan Fernández-Sánchez and Manuel Úbeda-FloresDOI: 10.14736/kyb-2016-5-0785

Abstract:

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

Keywords:

Archimedean copula, Dini derivative, derived number

Classification:

60E05, 62E10

paper.pdf

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