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Multivariate Archimedean copulas, d-monotone functions and ℓ1-norm symmetric distributions

https://doi.org/10.1214/07-aos556
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Outgoing claims: the papers this work cites, builds on, or argues with.

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On Kendall's Process
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An Introduction to Copulas
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Symmetric Multivariate and Related Distributions
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Probability with a View Toward Statistics
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On the existence almost everywhere of the cross partial derivatives
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A probabilistic interpretation of complete monotonicity
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Some families of mutivariate symmetric distributions related to exponential distribution
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A characterization of gumbel's family of extreme value distributions
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Archimedean copulae and positive dependence
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Fitting bivariate loss distributions with copulas
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Some Remarks on Functions with One-Sided Derivatives
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The Joy of Copulas: Bivariate Distributions with Uniform Marginals
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Multivariate Models and Dependence Concepts
inferredcites →https://doi.org/10.1080/00949650701255834openalex-snapshot
Sampling nested Archimedean copulas
inferredcites →https://doi.org/10.1080/01621459.1988.10478671openalex-snapshot
Families of Multivariate Distributions
inferredcites →https://doi.org/10.1080/01621459.1989.10478795openalex-snapshot
Bivariate Survival Models Induced by Frailties
inferredcites →https://doi.org/10.1080/01621459.1993.10476372openalex-snapshot
Statistical Inference Procedures for Bivariate Archimedean Copulas
inferredcites →https://doi.org/10.1080/10485259408832593openalex-snapshot
Multivariate survival distributions
inferredcites →https://doi.org/10.1080/10920277.1998.10595667openalex-snapshot
Understanding Relationships Using Copulas
inferredcites →https://doi.org/10.1088/1469-7688/4/3/009openalex-snapshot
Sampling from Archimedean copulas
inferredcites →https://doi.org/10.1093/biomet/65.1.141openalex-snapshot
A Model for Association in Bivariate Life Tables and Its Application in Epidemiological Studies of Familial Tendency in Chronic Disease Incidence
inferredcites →https://doi.org/10.1093/biomet/82.3.543openalex-snapshot
A Semiparametric Estimation Procedure of Dependence Parameters in Multivariate Families of Distributions
inferredcites →https://doi.org/10.1215/s0012-7094-40-00729-3openalex-snapshot
Functions with positive differences
inferredcites →https://doi.org/10.1215/s0012-7094-56-02317-1openalex-snapshot
Multiply monotone functions and their Laplace transforms
inferredcites →https://doi.org/10.2143/ast.37.2.2024077openalex-snapshot
A Primer on Copulas for Count Data
inferredcites →https://doi.org/10.2307/3314660openalex-snapshot
Copules archimédiennes et families de lois bidimensionnelles dont les marges sont données
inferredcites →https://doi.org/10.5486/pmd.1965.12.1-4.19openalex-snapshot
Representation of associative functions

What points at this work

Incoming claims: where this work appears in other papers’ reference lists and arguments.

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Testing for Bivariate Spherical Symmetry
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Consistent Single- and Multi-Step Sampling of Multivariate Arrival Times: A Characterization of Self-Chaining Copulas
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Archimedean Copulas Derived from Morgenstern Utility Functions
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Modeling Time-Varying Dependencies Between Positive-Valued High-Frequency Time Series
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Upside and Downside Risk Exposures of Currency Carry Trades via Tail Dependence
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Violations of Uncovered Interest Rate Parity and International Exchange Rate Dependences
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Hidden Markov Structures for Dynamic Copulae
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Tensor Approximation of Generalized Correlated Diffusions for Decomposing Copulas: Part A
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HMM in Dynamic HAC Models
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CDO and HAC
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CDO Pricing with Copulae
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Robust Portfolio Optimization with Multivariate Copulas: A Worst-Case CVaR Approach
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Semiparametric Wavelet-Based JPEG IV Estimator for Endogenously Truncated Data
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Semiparametric Fourier-Dependent Sieve IV Estimator (SPIV) For Truncated Data
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The Econometrics of Redenomination Risk
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A New Approach to Multivariate Archimedean Copula Generation
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A multivariate copula‐based framework for dealing with hazard scenarios and failure probabilities
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Copulas and Copula Models
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Copula Process, A rchimedean
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Copulas and Copula Models
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References
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Bibliography
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Statistical Measures of Dependence for Financial Data
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Archimedean Copulas
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Properties
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Sampling
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Joint Distributions
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Risk Measures and Dependence Modeling
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Probability and Statistics
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Probability Constraints
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Structure Determination and Estimation of Hierarchical Archimedean Copulas Based on Kendall Correlation Matrix
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Upside and Downside Risk Exposures of Currency Carry Trades via Tail Dependence
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On Some Applications of Williamson’s Transform in Copula Theory
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Classes and Families
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Copulas
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Extreme-Value Copulas
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Construction and Sampling of Nested Archimedean Copulas
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Tail Behaviour of Copulas
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On Testing Fuzzy Independence Application in Quality Control
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Testing Archimedeanity
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How Many Archimedean Copulæ Are There?
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HMM and HAC
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Ordering of Multivariate Risk Models with Respect to Extreme Portfolio Losses
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Copula-Based Models for Multivariate Discrete Response Data
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Assessing and Modeling Asymmetry in Bivariate Continuous Data
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Modeling Time-Varying Dependencies Between Positive-Valued High-Frequency Time Series
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The Limiting Properties of Copulas Under Univariate Conditioning
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Copula-Based Randomized Mechanisms for Truthful Scheduling on Two Unrelated Machines
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Copulas
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Modeling Correlated Wind Speeds by Trigonometric Archimedean Copulas
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Ordinal sums and idempotents of copulas
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How Exceptional is the Extremal Kendall and Kendall-Type Convolution
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Review of statistical model calibration and validation—from the perspective of uncertainty structures
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On the estimation of nested Archimedean copulas: a theoretical and an experimental comparison
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A moment-based test for extreme-value dependence
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Stochastic somparisons of order statistics from scaled and interdependent random variables
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Stochastic comparisons of order statistics from heterogeneous random variables with Archimedean copula
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Preservation of increasing convex/concave order under the formation of parallel/series system of dependent components
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Ordering extremes of exponentiated location-scale models with dependent and heterogeneous random samples
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Copula-based Randomized Mechanisms for Truthful Scheduling on Two Unrelated Machines
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Derivatives and Fisher information of bivariate copulas
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Generalized simulated method-of-moments estimators for multivariate copulas
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A copula-based multivariate analysis of Canadian RCM projected changes to flood characteristics for northeastern Canada
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Spin-off Extreme Value and Archimedean copulas for estimating the bivariate structural risk
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Estimation of extreme Component-wise Excess design realization: a hydrological application
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Multivariate probabilistic estimates of heat stress for rice across China
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Scenario-Based Risk Evaluation
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Uncertainty quantification for the family-wise error rate in multivariate copula models
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Nonparametric Archimedean generator estimation with implications for multiple testing
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$$D_s$$ D s -optimality in copula models
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Flow-based formulations for operational fixed interval scheduling problems with random delays
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Directional dependence in multivariate distributions
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Testing for a $$\delta $$ δ -neighborhood of a generalized Pareto copula
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A note on allocation of portfolio shares of random assets with Archimedean copula
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Most unfavorable deductibles and coverage limits for multiple random risks with Archimedean copulas
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Negative dependence in matrix arrangement problems
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Some results on aging properties of r-out-of-n systems having dependent components
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Characterization of extendible distributions with exponential minima via processes that are infinitely divisible with respect to time
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Tail correlation functions of max-stable processes
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Extremal dependence of random scale constructions
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Exchangeable min-id sequences: Characterization, exponent measures and non-decreasing id-processes
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On bivariate Archimax copulas: Level sets, mass distributions and related results
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An approach to structure determination and estimation of hierarchical Archimedean Copulas and its application to Bayesian classification
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Exploiting hierarchical dependence structures for unsupervised rank fusion in information retrieval
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Nonsmooth and Nonconvex Optimization via Approximate Difference-of-Convex Decompositions
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Random Games Under Elliptically Distributed Dependent Joint Chance Constraints
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Two Novel Characterizations of Self-Decomposability on the Half-Line
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Asymptotic Properties of Extremal Markov Processes Driven by Kendall Convolution
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Classical definitions of the Poisson process do not coincide in the case of generalized convolutions
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Multivariate Hierarchical Copulas with Shocks
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Archimedean-based Marshall-Olkin Distributions and Related Dependence Structures
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Tail Approximations for Sums of Dependent Regularly Varying Random Variables Under Archimedean Copula Models
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Schur-Constant and Related Dependence Models, with Application to Ruin Probabilities
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Hierarchical Archimedean Dependence in Common Shock Models
inferred← citeshttps://doi.org/10.1007/s11009-021-09925-yopenalex-snapshot
A Marshall-Olkin Type Multivariate Model with Underlying Dependent Shocks
inferred← citeshttps://doi.org/10.1007/s11009-025-10157-7openalex-snapshot
Preservation of Transform Order Properties of Component Lifetimes by System Lifetimes
inferred← citeshttps://doi.org/10.1007/s11222-016-9688-4openalex-snapshot
Quasi-random numbers for copula models
inferred← citeshttps://doi.org/10.1007/s11749-011-0235-5openalex-snapshot
Testing for bivariate spherical symmetry
inferred← citeshttps://doi.org/10.1007/s11749-011-0250-6openalex-snapshot
Inference in multivariate Archimedean copula models
inferred← citeshttps://doi.org/10.1007/s11749-011-0251-5openalex-snapshot
Comments on: Inference in multivariate Archimedean copula models
inferred← citeshttps://doi.org/10.1007/s11749-011-0252-4openalex-snapshot
Comments on: Inference in multivariate Archimedean copula models
inferred← citeshttps://doi.org/10.1007/s11749-011-0253-3openalex-snapshot
Comments on: Inference in multivariate Archimedean copula models
inferred← citeshttps://doi.org/10.1007/s11749-011-0254-2openalex-snapshot
Comments on: Inference in multivariate Archimedean copula models
inferred← citeshttps://doi.org/10.1007/s11749-011-0257-zopenalex-snapshot
Comments on: Inference in multivariate Archimedean copula models
inferred← citeshttps://doi.org/10.1007/s11749-022-00805-2openalex-snapshot
On sums of dependent random lifetimes under the time-transformed exponential model
inferred← citeshttps://doi.org/10.1007/s13171-017-0099-1openalex-snapshot
Multivariate Order Statistics: the Intermediate Case
inferred← citeshttps://doi.org/10.1007/s13171-023-00307-9openalex-snapshot
Exceedance Counts and GOD’s Order Statistics
inferred← citeshttps://doi.org/10.1007/s13253-025-00703-8openalex-snapshot
Bayesian Nonparametric Mixtures of Archimedean Copulas
inferred← citeshttps://doi.org/10.1007/s13253-026-00734-9openalex-snapshot
Modeling Credibility of Area-level Crop Insurance Under Proxy Yields with Non-Gaussian Copulas
inferred← citeshttps://doi.org/10.1007/s13385-017-0150-6openalex-snapshot
An asymptotic characterization of hidden tail credit risk with actuarial applications
inferred← citeshttps://doi.org/10.1007/s42952-021-00109-5openalex-snapshot
Some general results on usual stochastic ordering of the extreme order statistics from dependent random variables under Archimedean copula dependence
inferred← citeshttps://doi.org/10.1007/s42952-026-00384-0openalex-snapshot
Uniform consistency of local likelihood estimators for covariate-dependent copula parameters
inferred← citeshttps://doi.org/10.1007/s44199-026-00174-xopenalex-snapshot
On a Multivariate Extension for Copula-Based Conditional Value at Risk
inferred← citeshttps://doi.org/10.1016/b978-0-12-812372-0.00004-2openalex-snapshot
Ensemble Postprocessing Methods Incorporating Dependence Structures
inferred← citeshttps://doi.org/10.1016/j.amar.2021.100162openalex-snapshot
Copula-based joint modeling of crash count and conflict risk measures with accommodation of mixed count-continuous margins
inferred← citeshttps://doi.org/10.1016/j.amc.2014.02.069openalex-snapshot
Dependence of exchangeable residual lifetimes subject to failure
inferred← citeshttps://doi.org/10.1016/j.apenergy.2018.09.165openalex-snapshot
Probabilistic power flow computation considering correlated wind speeds
inferred← citeshttps://doi.org/10.1016/j.apm.2020.06.036openalex-snapshot
Estimation of high-order moment-independent importance measures for Shapley value analysis
inferred← citeshttps://doi.org/10.1016/j.apm.2020.12.042openalex-snapshot
Modeling dependent series systems with q-Weibull distribution and Clayton copula
inferred← citeshttps://doi.org/10.1016/j.asoc.2025.112898openalex-snapshot
Intelligent decision making under conflicting and cooperative scenarios with incomplete information
inferred← citeshttps://doi.org/10.1016/j.cam.2020.112965openalex-snapshot
Stochastic comparisons of series and parallel systems with dependent heterogeneous extended exponential components under Archimedean copula
inferred← citeshttps://doi.org/10.1016/j.cam.2024.116101openalex-snapshot
On multivariate orderings of some general ordered random vectors
inferred← citeshttps://doi.org/10.1016/j.coastaleng.2014.01.011openalex-snapshot
Practical guidelines for multivariate analysis and design in coastal and off-shore engineering
inferred← citeshttps://doi.org/10.1016/j.cor.2018.05.025openalex-snapshot
Distributionally robust fixed interval scheduling on parallel identical machines under uncertain finishing times
inferred← citeshttps://doi.org/10.1016/j.csda.2010.04.025openalex-snapshot
Efficiently sampling nested Archimedean copulas
inferred← citeshttps://doi.org/10.1016/j.csda.2010.07.016openalex-snapshot
Vine copulas with asymmetric tail dependence and applications to financial return data
inferred← citeshttps://doi.org/10.1016/j.csda.2010.09.027openalex-snapshot
Efficient maximum likelihood estimation of copula based meta -distributions
inferred← citeshttps://doi.org/10.1016/j.csda.2011.01.018openalex-snapshot
Semiparametric bivariate Archimedean copulas
inferred← citeshttps://doi.org/10.1016/j.csda.2012.08.003openalex-snapshot
SCOMDY models based on pair-copula constructions with application to exchange rates
inferred← citeshttps://doi.org/10.1016/j.csda.2013.10.028openalex-snapshot
Nonparametric estimation of the tree structure of a nested Archimedean copula
inferred← citeshttps://doi.org/10.1016/j.csda.2014.07.011openalex-snapshot
Managing Risk with a Realized Copula Parameter
inferred← citeshttps://doi.org/10.1016/j.csda.2017.04.010openalex-snapshot
A family of block-wise one-factor distributions for modeling high-dimensional binary data
inferred← citeshttps://doi.org/10.1016/j.csda.2020.107109openalex-snapshot
Outer power transformations of hierarchical Archimedean copulas: Construction, sampling and estimation
inferred← citeshttps://doi.org/10.1016/j.csda.2022.107506openalex-snapshot
Stochastic representation of FGM copulas using multivariate Bernoulli random variables
inferred← citeshttps://doi.org/10.1016/j.ejor.2014.06.020openalex-snapshot
Orderings of coherent systems with randomized dependent components
inferred← citeshttps://doi.org/10.1016/j.ejor.2021.09.040openalex-snapshot
A derivative-free trust-region algorithm with copula-based models for probability maximization problems
inferred← citeshttps://doi.org/10.1016/j.ejrh.2019.100639openalex-snapshot
Analyzing the contributions of climate change and human activities on runoff in the Northeast Tibet Plateau
inferred← citeshttps://doi.org/10.1016/j.eneco.2014.02.019openalex-snapshot
Modelling the general dependence between commodity forward curves
inferred← citeshttps://doi.org/10.1016/j.envsoft.2017.02.008openalex-snapshot
An integrated package for drought monitoring, prediction and analysis to aid drought modeling and assessment
inferred← citeshttps://doi.org/10.1016/j.eswa.2025.127075openalex-snapshot
Modeling the resilience for high-dimensional interdependence systems under uncertain scenarios
inferred← citeshttps://doi.org/10.1016/j.fss.2011.11.003openalex-snapshot
Aggregation-based extensions of fuzzy measures
inferred← citeshttps://doi.org/10.1016/j.fss.2012.04.005openalex-snapshot
A note on the notion of singular copula
inferred← citeshttps://doi.org/10.1016/j.fss.2012.10.010openalex-snapshot
d-Dimensional dependence functions and Archimax copulas
inferred← citeshttps://doi.org/10.1016/j.fss.2013.05.017openalex-snapshot
Frankʼs condition for multivariate Archimedean copulas
inferred← citeshttps://doi.org/10.1016/j.fss.2014.10.001openalex-snapshot
Additive generators of copulas
inferred← citeshttps://doi.org/10.1016/j.fss.2015.04.013openalex-snapshot
Independence results for multivariate tail dependence coefficients
inferred← citeshttps://doi.org/10.1016/j.fss.2015.08.030openalex-snapshot
On tail dependence coefficients of transformed multivariate Archimedean copulas
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