Extreme value attractors for star unimodal copulas
2002
Abstract We determine maximum attractors for copulas star (or 2-) unimodal (about a point (a,b)∈ R 2 ). If ( a , b )≠(1,1) these attractors form a two-parameter family of copulas extending that of Cuadras–Auge, whereas if ( a , b )=(1,1) they cover all maximum value copulas. We also examine the relationship between unimodality and Archimax copulas. To cite this article: I. Cuculescu, R. Theodorescu, C. R. Acad. Sci. Paris, Ser. I 334 (2002) 689–692.
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