Title of article :
Kendall distribution functions and associative copulas
Author/Authors :
Nelsen، نويسنده , , Roger B. and Quesada-Molina، نويسنده , , José Juan and Rodrيguez-Lallena، نويسنده , , José Antonio and عbeda-Flores، نويسنده , , Manuel، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2009
Abstract :
In this paper, we prove that any Kendall distribution function is the Kendall distribution function of some associative copula. We use this result to show that each equivalence class of the relation “to have the same Kendall distribution function as” defined on the set of copulas contains a unique associative representative.
Keywords :
Copula , Ordinal sum , Archimedean copula , Associative copula , Kendall distribution function
Journal title :
FUZZY SETS AND SYSTEMS
Journal title :
FUZZY SETS AND SYSTEMS
