On the Radial Part of the Cauchy-Riemann Operator

Author(s):  
Thomas Hempfling
Keyword(s):  
2018 ◽  
Vol 9 (3) ◽  
pp. 73-84
Author(s):  
N. Taghizadeh ◽  
◽  
V. Soltani Mohammadi ◽  

2000 ◽  
Vol 149 (2) ◽  
pp. 145-181 ◽  
Author(s):  
Wilhelm Kaup ◽  
Dmitri Zaitsev

1994 ◽  
Vol 73 (1) ◽  
pp. 25-77
Author(s):  
G�bor Francsics
Keyword(s):  

2011 ◽  
Vol 43 (1) ◽  
pp. 195-216 ◽  
Author(s):  
Martin Larsson ◽  
Johanna Nešlehová

We show how the extremal behavior of d-variate Archimedean copulas can be deduced from their stochastic representation as the survival dependence structure of an ℓ1-symmetric distribution (see McNeil and Nešlehová (2009)). We show that the extremal behavior of the radial part of the representation is determined by its Williamson d-transform. This leads in turn to simple proofs and extensions of recent results characterizing the domain of attraction of Archimedean copulas, their upper and lower tail-dependence indices, as well as their associated threshold copulas. We outline some of the practical implications of their results for the construction of Archimedean models with specific tail behavior and give counterexamples of Archimedean copulas whose coefficient of lower tail dependence does not exist.


2014 ◽  
Vol 104 ◽  
pp. 43-57 ◽  
Author(s):  
Tomas Recio ◽  
J.-Rafael Sendra ◽  
Luis-Felipe Tabera ◽  
Carlos Villarino

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