Name
Abstract | ||
|---|---|---|
Let C-delta and Q(delta) be, respectively, the classes of all copulas and quasi-copulas who diagonal section in delta. We determine under which conditions on delta we have: (a) both C-delta and Q(delta) consist of a singleton; (b) C-delta = Q(delta). Moreover, a simple construction of copulas with a given convex diagonal section is introduced. |
Year | DOI | Venue |
|---|---|---|
2011 | 10.1142/S0218488511006848 | INTERNATIONAL JOURNAL OF UNCERTAINTY FUZZINESS AND KNOWLEDGE-BASED SYSTEMS |
Keywords | Field | DocType |
Copula, section of a copula, tail dependence | Diagonal,Discrete mathematics,Tail dependence,Copula (linguistics),Copula (probability theory),Regular polygon,Singleton,Mathematics | Journal |
Volume | Issue | ISSN |
19 | 1 | 0218-4885 |
Citations | PageRank | References |
7 | 0.60 | 12 |
Authors | ||
2 | ||
Name | Order | Citations | PageRank |
|---|---|---|---|
| Fabrizio Durante | 1 | 391 | 59.28 |
| Juan Fernández-Sánchez | 2 | 88 | 15.63 |