Title of article
Copulas with fractal supports
Author/Authors
Fredricks، نويسنده , , Gregory A. and Nelsen، نويسنده , , Roger B. and Rodrيguez-Lallena، نويسنده , , José Antonio، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2005
Pages
7
From page
42
To page
48
Abstract
Using an iterated function system, the authors construct families of copulas whose supports are fractals. In particular, they show that the members of one family have supports with arbitrary Hausdorff dimensions in the interval (1,2). They also employ those copulas to construct more general bivariate distribution functions with fractal supports.
Keywords
Copula , Iterated function system , fractal
Journal title
Insurance Mathematics and Economics
Serial Year
2005
Journal title
Insurance Mathematics and Economics
Record number
1542930
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