A Topological Proof of the Archimedean Axiom for Archimedean Copulas
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.
- Publication:
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arXiv e-prints
- Pub Date:
- January 2025
- DOI:
- arXiv:
- arXiv:2501.01769
- Bibcode:
- 2025arXiv250101769I
- Keywords:
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- Mathematics - Statistics Theory;
- Mathematics - Probability