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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Bibliografiske detaljer
Main Authors:	Durante, Fabrizio, Fernández Sánchez, Juan, Úbeda Flores, Manuel
Format:	info:eu-repo/semantics/article
Sprog:	English
Udgivet:	2023
Fag:	Copula Doubly stochastic measure Singular measure
Online adgang:	https://www.sciencedirect.com/science/article/abs/pii/S0165011422001634 http://hdl.handle.net/10835/14924

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