Title of article :
Exchangeable copulas
Author/Authors :
Roberto Ghiselli Ricci، نويسنده , , Roberto، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2013
Abstract :
This paper focuses on exchangeable copulas: some necessary and sufficient conditions are provided, together with a characterization result, in differential form. A very flexible model capable to generate a wide range of exchangeable copulas is presented.
Keywords :
Semilinear copula , Exchangeable copula , Quasi-copula , 2-Increasing property
Journal title :
FUZZY SETS AND SYSTEMS
Journal title :
FUZZY SETS AND SYSTEMS