A Topological Proof of the Archimedean Axiom for Archimedean Copulas
Victory Idowu
TL;DR
This paper presents a topological proof of the Archimedean Axiom for Archimedean copulas, extending its applicability to non-continuous distribution functions, thereby broadening the theoretical understanding of these copulas.
Contribution
It offers a novel topological proof of the Archimedean Axiom that works for non-continuous distribution functions, unlike previous proofs.
Findings
Proof applicable to non-continuous distributions
Broadens theoretical foundation of Archimedean copulas
Enhances understanding of copula properties
Abstract
Archimedean copulas are a popular type of copulas in which a variant of the Archimedean axiom apply. We provide a topological proof of the Archimedean Axiom which is applicable for non-continuous distribution functions.
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Taxonomy
TopicsDistributed and Parallel Computing Systems