4 papers
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…
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 $[0,1]^{d-1…
On bivariate Archimax copulas: Level sets, mass distributions and related results
Nicolas Dietrich
Motivated by the results in n [Mai and Scherer, 2011; Trutschnig et al., 2016], which examine the way bivariate Extreme Value copulas distribute their mass, we extend these finding…
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…