Title of article :
On copulas and their diagonals
Author/Authors :
Piotr Jaworski، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2009
Abstract :
We formulate the necessary and sufficient conditions for a function image to be the diagonal section of a multivariate absolutely continuous copula. Moreover we provide some simple analytic formulas for copulas having given diagonal section or given distribution functions of order statistics.
Keywords :
Copula , Diagonal section
Journal title :
Information Sciences
Journal title :
Information Sciences