Title of article
Kendall distribution functions and associative copulas
Author/Authors
Nelsen، نويسنده , , Roger B. and Quesada-Molina، نويسنده , , José Juan and Rodrيguez-Lallena، نويسنده , , José Antonio and عbeda-Flores، نويسنده , , Manuel، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2009
Pages
6
From page
52
To page
57
Abstract
In this paper, we prove that any Kendall distribution function is the Kendall distribution function of some associative copula. We use this result to show that each equivalence class of the relation “to have the same Kendall distribution function as” defined on the set of copulas contains a unique associative representative.
Keywords
Copula , Ordinal sum , Archimedean copula , Associative copula , Kendall distribution function
Journal title
FUZZY SETS AND SYSTEMS
Serial Year
2009
Journal title
FUZZY SETS AND SYSTEMS
Record number
1600788
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