کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
10524885 | 957763 | 2012 | 11 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
Idempotent and multivariate copulas with fractal support
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کلمات کلیدی
موضوعات مرتبط
مهندسی و علوم پایه
ریاضیات
ریاضیات کاربردی
پیش نمایش صفحه اول مقاله
چکیده انگلیسی
Using special iterated function systems (IFS) Fredricks et al. (2005) constructed two-dimensional copulas with fractal supports and showed that for every sâ(1,2) there exists a copula A whose support has Hausdorff dimension s. In the current paper we present a stronger version and prove that the same result holds for the subclass of idempotent copulas. Additionally we show that every doubly stochastic idempotent matrix N (having neither minimum nor maximum rank) induces a family of idempotent copulas such that, firstly, the corresponding Markov kernels transform according to N and, secondly, the set of Hausdorff dimensions of the supports of elements of the family covers (1,2). Furthermore we generalize the IFS approach to arbitrary dimensions dâ¥2 and show that for every sâ(1,d) we can find a d-dimensional copula whose support has Hausdorff dimension s.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Statistical Planning and Inference - Volume 142, Issue 12, December 2012, Pages 3086-3096
Journal: Journal of Statistical Planning and Inference - Volume 142, Issue 12, December 2012, Pages 3086-3096
نویسندگان
Wolfgang Trutschnig, Juan Fernández Sánchez,