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...
| প্রধান লেখক: | , , |
|---|---|
| বিন্যাস: | info:eu-repo/semantics/article |
| ভাষা: | English |
| প্রকাশিত: |
2023
|
| বিষয়গুলি: | |
| অনলাইন ব্যবহার করুন: | https://www.sciencedirect.com/science/article/abs/pii/S0165011422001634 http://hdl.handle.net/10835/14924 |