1. Constructing families on symmetric dependence functions
- Creator:
- Wysocki, Włodzimierz
- Format:
- bez média and svazek
- Type:
- model:article and TEXT
- Subject:
- archimax-copula, dependence function, and generator of a dependence function
- Language:
- English
- Description:
- We construct two pairs (\A[1]F,\A[2]F) and (\A[1]ψ,\A[2]ψ) of ordered parametric families of symmetric dependence functions. The families of the first pair are indexed by regular distribution functions F, and those of the second pair by elements ψ of a specific function family \bpsi. We also show that all solutions of the differential equation dydu=α(u)u(1−u)y for α in a certain function family \balphas are symmetric dependence functions.
- Rights:
- http://creativecommons.org/publicdomain/mark/1.0/ and policy:public