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math.ST2026
Identifiability, Convergence and Nonparametric Estimation of Bivariate Archimax Copulas
Nicolas Dietrich, Wolfgang Trutschnig
Considering that the family of bivariate Archimax copulas contains both the Archimedean and the extreme-value class, Archimax copulas constitute a flexible family allowing to model…
math.PR2026
On d-stochastic measures with fractal support and uniform (d-1)-marginals, and related results
Nicolas Pascal Dietrich, Juan Fernández Sánchez, Wolfgang Trutschnig
The family of all probability measures on whose -dimensional marginals are all equal to the Lebesgue measure on …