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...
| Hauptverfasser: | , , , |
|---|---|
| Format: | info:eu-repo/semantics/article |
| Sprache: | English |
| Veröffentlicht: |
2017
|
| Schlagworte: | |
| Online Zugang: | http://hdl.handle.net/10835/4892 https://doi.org/10.1016/j.amc.2012.02.025 |