0365505 20240103195648.620111031235959.9 000297088200035 10.1016/j.spl.2011.08.018 9 s. cav_un_epca*02576160167-71528112 (2011)1995-2003Elsevier Archimedean copula Tail dependence Clayton model cav_un_auth*0213278 Durante F. IT cav_un_auth*0235508 Jaworski P. PL cav_un_auth*0101163 Mesiar Radko Ekonometrie Department of Econometrics E E UTIA-B Department of Econometrics G Ústav teorie informace a automatizace AV ČR, v. v. i. http://library.utia.cas.cz/separaty/2011/E/mesiar-invariant dependence structures and archimedean copulas.pdf GAP402/11/0378 GA ČR cav_un_auth*0273630 CEZ:AV0Z10750506 We consider a family of copulas that are invariant under univariate truncation. Such a family has some distinguishing properties: it is generated by means of a univariate function; it can capture non-exchangeable dependence structures; it can be easily simulated. Moreover, such a class presents strong probabilistic similarities with the class of Archimedean copulas from a theoretical and practical point of view. 2012 BA http://hdl.handle.net/11104/0200734 STATISTICSPROBABILITY 0.553 0.099 8.6 0.0137 0.469 2468 272 34 0.763 14.94 0.6 Q2 17.655 24.569 Q4 Q3 2011 000297088200035 WOS cav_un_epca*0257616 Statistics & Probability Letters 0167-7152 1879-2103 Roč. 81 č. 12 2011 1995 2003 Elsevier