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math.PR2024
On differentiability and mass distributions of topologically typical multivariate Archimedean copulas
Nicolas Dietrich, Wolfgang Trutschnig
Copulas, in particular Archimedean copulas are commonly viewed as analytically nice and regular objects. Motivated by a recently established result sta\-ting that the first partial…
math.ST2024
On differentiability and mass distributions of typical bivariate copulas
Nicolas Dietrich, Wolfgang Trutschnig
Despite the fact that copulas are commonly considered as analytically smooth/regular objects, derivatives of copulas have to be handled with care. Triggered by a recently published…