On Truncation Invariant Copulas and their Estimation
The paper deals with the family of irreducible left truncation invariant bivariate copulas, which admit a nontrivial lower tail dependence function. Such copulas, similarly as the Archimedean ones, are characterized by a functional parameter, a generator being an increasing convex function.We provid...
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| Format: | Article |
| Language: | English |
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De Gruyter
2017-01-01
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| Series: | Dependence Modeling |
| Online Access: | https://doi.org/10.1515/demo-2017-0009 |