Title of article :
Characterization of all copulas associated with non-continuous random variables
Author/Authors :
de Amo، نويسنده , , E. and Dيaz Carrillo، نويسنده , , M. and Fernلndez-Sلnchez، نويسنده , , J.، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2012
Abstract :
We introduce a constructive method, by means of a doubly stochastic measure, to describe all the copulas that, in view of Sklarʹs Theorem, are able to connect a bivariate distribution to its marginals. We use this to give the lower and upper optimal bounds for all the copulas that extend a given subcopula.
Keywords :
Copula , Subcopula
Journal title :
FUZZY SETS AND SYSTEMS
Journal title :
FUZZY SETS AND SYSTEMS