Title of article
On copulas and their diagonals
Author/Authors
Piotr Jaworski، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2009
Pages
9
From page
2863
To page
2871
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
Serial Year
2009
Journal title
Information Sciences
Record number
1213706
Link To Document