Transformed generator/Pickands functions (ψ)^{1−τ_A}, (A)^{1−τ_A} identify bivariate Archimax copulas, yielding the first strongly consistent fully nonparametric in-class estimators.
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Identifiability, Convergence and Nonparametric Estimation of Bivariate Archimax Copulas
Transformed generator/Pickands functions (ψ)^{1−τ_A}, (A)^{1−τ_A} identify bivariate Archimax copulas, yielding the first strongly consistent fully nonparametric in-class estimators.