On bivariate Archimedean copulas with fractal support
Due to their simple analytic form (bivariate) Archimedean copulas are usually viewed as very smooth and handy objects, which should distribute mass in a fairly regular and certainly not in a pathological way. Building upon recently established results on the Archimedean family and working with itera...
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| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
De Gruyter
2025-05-01
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| Series: | Dependence Modeling |
| Subjects: | |
| Online Access: | https://doi.org/10.1515/demo-2025-0013 |
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