Abstract :
[en] The authors de¯ne a new semiparametric Archimedean copula family having a °exible depen-
dence structure. The family's generator is a local interpolation of existing generators. It has locally-de¯ned
dependence parameters. The authors present a penalized constrained least-squares method to estimate and
smooth these parameters. They illustrate the °exibility of their dependence model in a bivariate survival
example.
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