On the measure induced by copulas that are invariant under univariate truncation

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...

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Manylion Llyfryddiaeth
Prif Awduron:	Durante, Fabrizio, Fernández Sánchez, Juan, Úbeda Flores, Manuel
Fformat:	info:eu-repo/semantics/article
Iaith:	English
Cyhoeddwyd:	2023
Pynciau:	Copula Doubly stochastic measure Singular measure
Mynediad Ar-lein:	https://www.sciencedirect.com/science/article/abs/pii/S0165011422001634 http://hdl.handle.net/10835/14924

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