| Title:
|
A remark on associative copulas (English) |
| Author:
|
Mikusiński, Piotr |
| Author:
|
Taylor, M. D. |
| Language:
|
English |
| Journal:
|
Commentationes Mathematicae Universitatis Carolinae |
| ISSN:
|
0010-2628 (print) |
| ISSN:
|
1213-7243 (online) |
| Volume:
|
40 |
| Issue:
|
4 |
| Year:
|
1999 |
| Pages:
|
789-793 |
| . |
| Category:
|
math |
| . |
| Summary:
|
A method for producing associative copulas from a binary operation and a convex function on an interval is described. (English) |
| Keyword:
|
copulas |
| Keyword:
|
associative copulas |
| Keyword:
|
Archimedean copulas |
| MSC:
|
60E05 |
| MSC:
|
62E10 |
| MSC:
|
62H05 |
| idZBL:
|
Zbl 1010.60014 |
| idMR:
|
MR1756554 |
| . |
| Date available:
|
2009-01-08T18:57:37Z |
| Last updated:
|
2012-04-30 |
| Stable URL:
|
http://hdl.handle.net/10338.dmlcz/119132 |
| . |
| Reference:
|
[1] Alsina C., Frank M.J., Schweizer B.: Associative functions on intervals.in preparation. |
| Reference:
|
[2] Nelsen R.: An Introduction to Copulas.Springer-Verlag, Berlin-Heidelberg-New York- London-Paris-Tokyo-Hong Kong-Barcelona-Budapest, 1997. Zbl 1152.62030, MR 2197664 |
| Reference:
|
[3] Schweizer B., Sklar A.: Probabilistic Metric Spaces.North-Holland, New York-Amsterdam-Oxford, 1983. Zbl 0546.60010, MR 0790314 |
| . |
