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...

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Detalles Bibliográficos
Main Authors: Amo Artero, Enrique de, Díaz Carrillo, Manuel, Fernández Sánchez, Juan, Salmerón Cerdán, Antonio
Formato: info:eu-repo/semantics/article
Idioma:English
Publicado: 2017
Subjects:
Acceso en liña:http://hdl.handle.net/10835/4892
https://doi.org/10.1016/j.amc.2012.02.025