On a family of copulas constructed from the diagonal section.
| Autor: | F. Durante, R. Mesiar, C. Sempi |
|---|---|
| Zdroj: | Soft Computing - A Fusion of Foundations, Methodologies & Applications; Apr2006, Vol. 10 Issue 6, p490-494, 5p |
| Abstrakt: | We characterize the class of copulas that can be constructed from the diagonal section by means of the functional equation C(x,y)+|x−y|=C(x∨y,x∨y), for all (x,y) in the unit square such that C(x,y)>0. Some statistical properties of this class are given. [ABSTRACT FROM AUTHOR] |
| Databáze: | Complementary Index |
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