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Non-exchangeable random variables, Archimax copulas and their fitting to real data. (English) Zbl 1227.93120
Summary: The aim of this paper is to open a new way of modelling non-exchangeable random variables with a class of Archimax copulas. We investigate a connection between powers of generators and dependence functions, and propose some construction methods for dependence functions. An application to different hydrological data is given.

93E12 Identification in stochastic control theory
62A01 Foundations and philosophical topics in statistics
93A30 Mathematical modelling of systems (MSC2010)
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