Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
4614674 | Journal of Mathematical Analysis and Applications | 2016 | 11 Pages |
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.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Analysis
Authors
Angela Albanese, Carlo Sempi,