| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 4620081 | Journal of Mathematical Analysis and Applications | 2009 | 8 Pages |
Abstract
We show that every copula that is a shuffle of Min is a special push-forward of the doubly stochastic measure induced by the copula M. This fact allows to generalize the notion of shuffle by replacing the measure induced by M with an arbitrary doubly stochastic measure, and, hence, the copula M by any copula C.
Related Topics
Physical Sciences and Engineering
Mathematics
Analysis
