• Title of article

    Characterization of all copulas associated with non-continuous random variables

  • Author/Authors

    de Amo، نويسنده , , E. and Dيaz Carrillo، نويسنده , , M. and Fernلndez-Sلnchez، نويسنده , , J.، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 2012
  • Pages
    10
  • From page
    103
  • To page
    112
  • Abstract
    We introduce a constructive method, by means of a doubly stochastic measure, to describe all the copulas that, in view of Sklarʹs Theorem, are able to connect a bivariate distribution to its marginals. We use this to give the lower and upper optimal bounds for all the copulas that extend a given subcopula.
  • Keywords
    Copula , Subcopula
  • Journal title
    FUZZY SETS AND SYSTEMS
  • Serial Year
    2012
  • Journal title
    FUZZY SETS AND SYSTEMS
  • Record number

    1601454

    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=1601454