کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
389433 661142 2013 9 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Absolutely continuous copulas with given sub-diagonal section
موضوعات مرتبط
مهندسی و علوم پایه مهندسی کامپیوتر هوش مصنوعی
پیش نمایش صفحه اول مقاله
Absolutely continuous copulas with given sub-diagonal section
چکیده انگلیسی

Recently, Durante and Jaworski (2008) [6] have proved that the class of absolutely continuous copulas with a given diagonal section is non-empty in case that the diagonal function is such that the set of points where this coincides with the identity function has null-measure. In this paper, we show that if we consider sub-diagonals (or super-diagonals), then the framework changes. Concretely, for each sub-diagonal function there exists an absolutely continuous copula having this function as sub-diagonal section.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Fuzzy Sets and Systems - Volume 228, 1 October 2013, Pages 105-113