A Topological Proof of the Archimedean Axiom for Archimedean Copulas

2025/01/03 by Victory Idowu, Idowu, Victory
Computer Science · #Distributed and Parallel Computing Systems

paper · pdf · doi:10.48550/arxiv.2501.01769

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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