Moments and associated measures of copulas with fractal support
Copulas are closely related to the study of distributions and the dependence between random variables. In this paper we develop a recurrence formula for the moments of a measure associated with a copula (a bivariate distribution function with uniform one-dimensional marginals) in the case that its s...
| Main Authors: | , , , |
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| Format: | info:eu-repo/semantics/article |
| Language: | English |
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2017
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| Subjects: | |
| Online Access: | http://hdl.handle.net/10835/4892 https://doi.org/10.1016/j.amc.2012.02.025 |
| _version_ | 1789406346723983360 |
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| author | Amo Artero, Enrique de Díaz Carrillo, Manuel Fernández Sánchez, Juan Salmerón Cerdán, Antonio |
| author_facet | Amo Artero, Enrique de Díaz Carrillo, Manuel Fernández Sánchez, Juan Salmerón Cerdán, Antonio |
| author_sort | Amo Artero, Enrique de |
| collection | DSpace |
| description | Copulas are closely related to the study of distributions and the dependence between random variables. In this paper we develop a recurrence formula for the moments of a measure associated with a copula (a bivariate distribution function with uniform one-dimensional marginals) in the case that its support is a fractal set. We do the same for its principal and secondary diagonals. We also study certain measures of dependence or association for these copulas with fractal supports. |
| format | info:eu-repo/semantics/article |
| id | oai:repositorio.ual.es:10835-4892 |
| institution | Universidad de Cuenca |
| language | English |
| publishDate | 2017 |
| record_format | dspace |
| spelling | oai:repositorio.ual.es:10835-48922023-10-30T14:09:15Z Moments and associated measures of copulas with fractal support Amo Artero, Enrique de Díaz Carrillo, Manuel Fernández Sánchez, Juan Salmerón Cerdán, Antonio Moment Copula Distribution function Copulas are closely related to the study of distributions and the dependence between random variables. In this paper we develop a recurrence formula for the moments of a measure associated with a copula (a bivariate distribution function with uniform one-dimensional marginals) in the case that its support is a fractal set. We do the same for its principal and secondary diagonals. We also study certain measures of dependence or association for these copulas with fractal supports. 2017-07-07T07:17:00Z 2017-07-07T07:17:00Z 2012 info:eu-repo/semantics/article http://hdl.handle.net/10835/4892 https://doi.org/10.1016/j.amc.2012.02.025 en Attribution-NonCommercial-NoDerivatives 4.0 Internacional http://creativecommons.org/licenses/by-nc-nd/4.0/ info:eu-repo/semantics/openAccess |
| spellingShingle | Moment Copula Distribution function Amo Artero, Enrique de Díaz Carrillo, Manuel Fernández Sánchez, Juan Salmerón Cerdán, Antonio Moments and associated measures of copulas with fractal support |
| title | Moments and associated measures of copulas with fractal support |
| title_full | Moments and associated measures of copulas with fractal support |
| title_fullStr | Moments and associated measures of copulas with fractal support |
| title_full_unstemmed | Moments and associated measures of copulas with fractal support |
| title_short | Moments and associated measures of copulas with fractal support |
| title_sort | moments and associated measures of copulas with fractal support |
| topic | Moment Copula Distribution function |
| url | http://hdl.handle.net/10835/4892 https://doi.org/10.1016/j.amc.2012.02.025 |
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