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...

書誌詳細
主要な著者:	Durante, Fabrizio, Fernández Sánchez, Juan, Úbeda Flores, Manuel
フォーマット:	info:eu-repo/semantics/article
言語:	English
出版事項:	2023
主題:	Copula Doubly stochastic measure Singular measure
オンライン･アクセス:	https://www.sciencedirect.com/science/article/abs/pii/S0165011422001634 http://hdl.handle.net/10835/14924

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