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...

Полное описание

Библиографические подробности
Главные авторы:	Durante, Fabrizio, Fernández Sánchez, Juan, Úbeda Flores, Manuel
Формат:	info:eu-repo/semantics/article
Язык:	English
Опубликовано:	2023
Предметы:	Copula Doubly stochastic measure Singular measure
Online-ссылка:	https://www.sciencedirect.com/science/article/abs/pii/S0165011422001634 http://hdl.handle.net/10835/14924

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