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Extreme value attractors for star unimodal copulas. (English) Zbl 0996.60026
This work examines the maximum domain of attraction for star unimodal copulas. For copulas that are star unimodal about $$(a,b) \neq (1,1)$$ the maximum domain is an element of a two-parameter family of copulas extending that of Cuadras-Auge. When $$(a,b) = (1,1)$$ the set of all possible attractors covers all maximum (extreme) values of star unimodality. Also, the archimax copulas of Ph. Capéraà, A.-L. Fougères and C. Genest [J. Multivariate Anal. 72, No. 1, 30-49 (2000; Zbl 0978.62043)] are studied. Many of the last copulas are not star unimodal.

##### MSC:
 60E99 Distribution theory 62H05 Characterization and structure theory for multivariate probability distributions; copulas
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##### References:
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