d-Dimensional dependence functions and Archimax copulas

Authors:
Radko Mesiar;VladimíR JáGr
Affiliations:
Slovak University of Technology in Bratislava, Slovakia;Slovak University of Technology in Bratislava, Slovakia
Venue:
Fuzzy Sets and Systems
Year:
2013

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Abstract

We introduce a new class of dependence functions and method for constructing tail and Pickands dependence functions. Finally, we conjecture the structure of d-dimensional Archimax copulas and discuss some classes of d-dimensional Archimax copulas.