Construction of Copulas with Hairpin Support
نویسندگان
چکیده
Consider a nondecreasing homeomorphisms f defined on [0, 1] such that $$f(x)<x $$ for all $$x\in ]0,1[$$ . In this paper, we provide necessary and sufficient conditions to be part of $${\mathcal {C}}$$ -hairpin concentrates the mass bivariate copula. addition, study when copulas kind come from modular functions. Finally, under certain conditions, give multidimensional method generalizes case allows construct extreme points in set copulas.
منابع مشابه
Multivariate copulas with hairpin support
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ژورنال
عنوان ژورنال: Mediterranean Journal of Mathematics
سال: 2021
ISSN: ['1660-5454', '1660-5446']
DOI: https://doi.org/10.1007/s00009-021-01803-8