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...

Full beskrivning

Bibliografiska uppgifter
Huvudupphovsmän: Amo Artero, Enrique de, Díaz Carrillo, Manuel, Fernández Sánchez, Juan, Salmerón Cerdán, Antonio
Materialtyp: info:eu-repo/semantics/article
Språk:English
Publicerad: 2017
Ämnen:
Länkar:http://hdl.handle.net/10835/4892
https://doi.org/10.1016/j.amc.2012.02.025