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
Pages :
10
From page :
103
To page :
112
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
Serial Year :
2012
Journal title :
FUZZY SETS AND SYSTEMS
Record number :
1601454
Link To Document :
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