کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
5077263 | 1374124 | 2008 | 11 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
On the construction of copulas and quasi-copulas with given diagonal sections
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موضوعات مرتبط
مهندسی و علوم پایه
ریاضیات
آمار و احتمال
پیش نمایش صفحه اول مقاله
![عکس صفحه اول مقاله: On the construction of copulas and quasi-copulas with given diagonal sections On the construction of copulas and quasi-copulas with given diagonal sections](/preview/png/5077263.png)
چکیده انگلیسی
We study a method, which we call a copula (or quasi-copula) diagonal splice, for creating new functions by joining portions of two copulas (or quasi-copulas) with a common diagonal section. The diagonal splice of two quasi-copulas is always a quasi-copula, and we find a necessary and sufficient condition for the diagonal splice of two copulas to be a copula. Applications of this method include the construction of absolutely continuous asymmetric copulas with a prescribed diagonal section, and determining the best-possible upper bound on the set of copulas with a particular type of diagonal section. Several examples illustrate our results.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Insurance: Mathematics and Economics - Volume 42, Issue 2, April 2008, Pages 473-483
Journal: Insurance: Mathematics and Economics - Volume 42, Issue 2, April 2008, Pages 473-483
نویسندگان
Roger B. Nelsen, José Juan Quesada-Molina, José Antonio RodrÃguez-Lallena, Manuel Ãbeda-Flores,