On the measure induced by copulas that are invariant under univariate truncation
The probability mass distribution of a class of copulas that are invariant under univariate truncation is presented. In particular, it is shown how (differential) properties of the generator of the copula are able to identify the singular (respectively, absolutely continuous) component of the induce...
| Main Authors: | , , |
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| Format: | info:eu-repo/semantics/article |
| Language: | English |
| Published: |
2023
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| Subjects: | |
| Online Access: | https://www.sciencedirect.com/science/article/abs/pii/S0165011422001634 http://hdl.handle.net/10835/14924 |
| _version_ | 1789406404089479168 |
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| author | Durante, Fabrizio Fernández Sánchez, Juan Úbeda Flores, Manuel |
| author_facet | Durante, Fabrizio Fernández Sánchez, Juan Úbeda Flores, Manuel |
| author_sort | Durante, Fabrizio |
| collection | DSpace |
| description | The probability mass distribution of a class of copulas that are invariant under univariate truncation is presented. In particular, it is shown how (differential) properties of the generator of the copula are able to identify the singular (respectively, absolutely continuous) component of the induced measure and its support. |
| format | info:eu-repo/semantics/article |
| id | oai:repositorio.ual.es:10835-14924 |
| institution | Universidad de Cuenca |
| language | English |
| publishDate | 2023 |
| record_format | dspace |
| spelling | oai:repositorio.ual.es:10835-149242023-12-22T11:53:45Z On the measure induced by copulas that are invariant under univariate truncation Durante, Fabrizio Fernández Sánchez, Juan Úbeda Flores, Manuel Copula Doubly stochastic measure Singular measure The probability mass distribution of a class of copulas that are invariant under univariate truncation is presented. In particular, it is shown how (differential) properties of the generator of the copula are able to identify the singular (respectively, absolutely continuous) component of the induced measure and its support. 2023-12-22T11:53:45Z 2023-12-22T11:53:45Z 2022 info:eu-repo/semantics/article 0165-0114 https://www.sciencedirect.com/science/article/abs/pii/S0165011422001634 http://hdl.handle.net/10835/14924 doi.org/10.1016/j.fss.2022.04.017 en Attribution-NonCommercial-NoDerivatives 4.0 Internacional http://creativecommons.org/licenses/by-nc-nd/4.0/ info:eu-repo/semantics/openAccess |
| spellingShingle | Copula Doubly stochastic measure Singular measure Durante, Fabrizio Fernández Sánchez, Juan Úbeda Flores, Manuel On the measure induced by copulas that are invariant under univariate truncation |
| title | On the measure induced by copulas that are invariant under univariate truncation |
| title_full | On the measure induced by copulas that are invariant under univariate truncation |
| title_fullStr | On the measure induced by copulas that are invariant under univariate truncation |
| title_full_unstemmed | On the measure induced by copulas that are invariant under univariate truncation |
| title_short | On the measure induced by copulas that are invariant under univariate truncation |
| title_sort | on the measure induced by copulas that are invariant under univariate truncation |
| topic | Copula Doubly stochastic measure Singular measure |
| url | https://www.sciencedirect.com/science/article/abs/pii/S0165011422001634 http://hdl.handle.net/10835/14924 |
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