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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.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…