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...

全面介绍

书目详细资料
Main Authors: Durante, Fabrizio, Fernández Sánchez, Juan, Úbeda Flores, Manuel
格式: info:eu-repo/semantics/article
语言:English
出版: 2023
主题:
在线阅读:https://www.sciencedirect.com/science/article/abs/pii/S0165011422001634
http://hdl.handle.net/10835/14924