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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Príomhchruthaitheoirí:	Durante, Fabrizio, Fernández Sánchez, Juan, Úbeda Flores, Manuel
Formáid:	info:eu-repo/semantics/article
Teanga:	English
Foilsithe / Cruthaithe:	2023
Ábhair:	Copula Doubly stochastic measure Singular measure
Rochtain ar líne:	https://www.sciencedirect.com/science/article/abs/pii/S0165011422001634 http://hdl.handle.net/10835/14924

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