کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
9953311 1489836 2018 9 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Factorizable non-atomic copulas
ترجمه فارسی عنوان
مخلوط فاقد اتمی
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات آمار و احتمال
چکیده انگلیسی
Generalizing the notion of invariant sets by Darsow and Olsen, Sumetkijakan studied a subclass of singular copulas, the so-called non-atomic copulas, defined via its associated σ-algebras. It was shown that the Markov operator of every non-atomic copula is partially factorizable, i.e. it is the composition of left and right invertible Markov operators on a subspace of L1([0,1]) depending on the copula. Here, we further investigate the associated σ-algebras of the product of certain copulas and obtain (1) a sharper result on the partial factorizability of non-atomic copulas and (2) the existence and uniqueness of a completely factorizable copula that shares the same set of associated σ-algebras as that of a given non-atomic copula.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Statistics & Probability Letters - Volume 143, December 2018, Pages 86-94
نویسندگان
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