Article ID Journal Published Year Pages File Type
4614674 Journal of Mathematical Analysis and Applications 2016 11 Pages PDF
Abstract

Idempotent copulæ have been characterised, in an implicit form, in [17]; here we look at a few well-known classes of copulas, namely, Fréchet copulas, ordinal sums, Archimedean copulas, copulas of the type C(u,v)=uv±f(u)g(v) and a special subset of copulas represented through measure-preserving transformations, and characterise those among these classes that are idempotent.

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Physical Sciences and Engineering Mathematics Analysis
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