DocumentCode
782783
Title
Discrete Copulas
Author
Kolesarova, A. ; Mesiar, R. ; Mordelova, J. ; Sempi, C.
Author_Institution
Dept. of Math., Slovak Tech. Univ., Bratislava
Volume
14
Issue
5
fYear
2006
Firstpage
698
Lastpage
705
Abstract
We define discrete copulas on a grid of the unit square and show that with each discrete copula there is associated, in a natural way, a bistochastic matrix. This is used in order to introduce the product of discrete copulas. Discrete copulas of order n are the smallest convex set containing the irreducible discrete copulas of order n introduced by Mayor
Keywords
matrix algebra; set theory; stochastic processes; bistochastic matrix; convex set; discrete copulas; Books; Distribution functions; Mathematics; Probability distribution; Random variables; Sampling methods; Statistical distributions; Copula; discrete copula;
fLanguage
English
Journal_Title
Fuzzy Systems, IEEE Transactions on
Publisher
ieee
ISSN
1063-6706
Type
jour
DOI
10.1109/TFUZZ.2006.880003
Filename
1707755
Link To Document