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...
| Hoofdauteurs: | , , |
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| Formaat: | info:eu-repo/semantics/article |
| Taal: | English |
| Gepubliceerd in: |
2023
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| Onderwerpen: | |
| Online toegang: | https://www.sciencedirect.com/science/article/abs/pii/S0165011422001634 http://hdl.handle.net/10835/14924 |