Title of article
Shuffles of copulas
Author/Authors
Durante، نويسنده , , Fabrizio and Sarkoci، نويسنده , , Peter and Sempi، نويسنده , , Carlo، نويسنده ,
Issue Information
دوهفته نامه با شماره پیاپی سال 2009
Pages
8
From page
914
To page
921
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.
Keywords
Copula , Doubly stochastic measure , Measure-preserving transformation , Shuffle of Min
Journal title
Journal of Mathematical Analysis and Applications
Serial Year
2009
Journal title
Journal of Mathematical Analysis and Applications
Record number
1559890
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