Title of article :
Are copulas unimodal?
Author/Authors :
Cuculescu، نويسنده , , Ioan and Theodorescu، نويسنده , , Radu، نويسنده ,
Issue Information :
دوفصلنامه با شماره پیاپی سال 2003
Pages :
24
From page :
48
To page :
71
Abstract :
Three types of unimodality (central convex, block, and star) are considered and the corresponding sets of unimodal copulas determined. Examples of star unimodal copulas, absolutely continuous, with a nonnull singular part, and even singular, are given. Necessary and sufficient conditions for a diagonal to be the diagonal section of a star unimodal copula are also indicated. Attention is also paid to the Archimedean case.
Keywords :
Archimedean copula , Block unimodality , Central convex unimodality , Copula , Fréchet copula , Diagonal section , Star unimodality
Journal title :
Journal of Multivariate Analysis
Serial Year :
2003
Journal title :
Journal of Multivariate Analysis
Record number :
1557893
Link To Document :
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