کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
4629682 | 1340584 | 2012 | 11 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
Moments and associated measures of copulas with fractal support
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موضوعات مرتبط
مهندسی و علوم پایه
ریاضیات
ریاضیات کاربردی
پیش نمایش صفحه اول مقاله
![عکس صفحه اول مقاله: Moments and associated measures of copulas with fractal support Moments and associated measures of copulas with fractal support](/preview/png/4629682.png)
چکیده انگلیسی
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 support is a fractal set. We do the same for its principal and secondary diagonals. We also study certain measures of dependence or association for these copulas with fractal supports.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Applied Mathematics and Computation - Volume 218, Issue 17, 1 May 2012, Pages 8634–8644
Journal: Applied Mathematics and Computation - Volume 218, Issue 17, 1 May 2012, Pages 8634–8644
نویسندگان
Enrique de Amo, Manuel Díaz Carrillo, Juan Fernández Sánchez, Antonio Salmerón,