A New Parametric Family of Non-Archimedean Copulas

C. R. Palmero, J. P. RINCÓN-ZAPATERO

In the framework of copula theory, the construction of new non-Archimedean copulas has become an important line of research, particularly when aiming to capture dependence structures.
Consequently, the development of novel non-Archimedean copulas contributes to a broader and more versatile toolkit for accurately describing intricate stochastic relationships.
In line with the aforementioned points, we introduce a new parametric family of non-Archimedean copulas that admits the "Fréchet--Hoeffding upper bound", as a limiting case.
For this parametric family, we also derive the lower and upper tail coefficients, which are given by 2 - 2^{1/a}, and 0, respectively.

Keywords: Copula, Lower and Upper Tail Coefficients.

Scheduled

Poster session II
September 4, 2026 9:00 AM
Facultade de Ciencias Económicas e Empresariais

Other papers in the same session

Inferencia Estadística para Determinar la Calidad de Test Diagnósticos Binarios

M. Á. Montero Alonso, A. Ruiz Vega, J. M. Melchor Rodríguez, J. D. Luna del Castillo

Longitudinal Statistical Analysis and Phenotypic Characterization of a Salt-Wasting Tubulopathy Cohort: Gitelman and Bartter Syndromes

L. Núñez González, B. Temes Álvarez, A. Urisarri Ruiz de Cortázar, M. Gil Calvo, A. M. Barcia de la Iglesia, P. Oliveros Martínez, N. Carrera Cachaza, M. Á. García González, M. García Murias

Modelización de biomasa de especies invasoras mediante el uso de datos LIDAR y espectrales de alta resolución obtenidos a partir de drones

N. Montiel, C. Pérez-Carral, P. J. Hidalgo, M. Ortega-Moreno, M. Ortega Moreno

Modelo para el problema de corte con remanentes reutilizables en el habilitado industrializado de acero

L. Padrón Blanco

Spatial Generalization under Hierarchical Dependence: Evidence from Sediment Modelling

C. Patino Alonso, J. L. Molina González, F. Espejo Almodóvar, S. Zazo del Dedo, M. C. Molina González

Sufficiency and Completeness for Markov Kernels: Some Non-Trivial Examples

P. Perez Fernandez, A. García Nogales

Regresión cuantil non paramétrica con covariables composicionales

A. Pérez González, M. Conde Amboage

Imputación de datos faltantes y predicción conjunta en apicultura de precisión mediante modelos autorregresivos bayesianos

M. C. Robustillo, L. Naranjo, M. I. Parra Arévalo, J. Hernández, C. J. Pérez Sánchez