Title
Essential closures and supports of multivariate copulas.
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. Ruankong100.34
Songkiat Sumetkijakan221.38