Abstract | ||
---|---|---|
We generalize the notion of essential closures and use them to formulate a geometric necessary condition for a set to be the support of a multivariate copula. Furthermore, in some special cases, we derive an explicit formula of the support in terms of essential closures and obtain a stronger necessary condition. |
Year | DOI | Venue |
---|---|---|
2013 | 10.1016/j.ijar.2012.12.001 | International Journal of Approximate Reasoning |
Keywords | Field | DocType |
Multivariate copulas,Complete dependence,Topological support,Essential closure | Econometrics,Discrete mathematics,Closure (computer programming),Algebra,Copula (linguistics),Multivariate statistics,Mathematics | Journal |
Volume | Issue | ISSN |
54 | 6 | 0888-613X |
Citations | PageRank | References |
0 | 0.34 | 0 |
Authors | ||
2 |
Name | Order | Citations | PageRank |
---|---|---|---|
P. Ruankong | 1 | 0 | 0.34 |
Songkiat Sumetkijakan | 2 | 2 | 1.38 |