Frank's condition for multivariate Archimedean copulas

Authors:
Arturo Erdely;José M. González-Barrios;María M. Hernández-Cedillo
Affiliations:
División de Matemáticas e Ingeniería - FES Acatlán, Universidad Nacional Autónoma de México, Estado de México, Mexico;Departamento de Probabilidad y Estadística, IIMAS Universidad Nacional Autónoma de México, México D.F., Mexico;Departamento de Probabilidad y Estadística, IIMAS Universidad Nacional Autónoma de México, México D.F., Mexico
Venue:
Fuzzy Sets and Systems
Year:
2014

Citing 5
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Abstract

In this paper we study possible multivariate generalizations of construction of n-copulas with a given diagonal section. In the case of Archimedean n-copulas we prove that Frank@?s condition, which establishes when an Archimedean 2-copula is characterized by its diagonal section, can be extended to larger dimensions.