Exchangeable copulas

被引：5
作者：
Ricci, Roberto Ghiselli [1 ]
机构：
[1] Univ Ferrara, Dept Econ Ist Terr, I-44121 Ferrara, Italy
来源：
FUZZY SETS AND SYSTEMS | 2013年 / 220卷
关键词：
Exchangeable copula; Quasi-copula; 2-Increasing property; Semilinear copula; DIAGONAL SECTIONS; BIVARIATE COPULAS; QUASI-COPULAS;
D O I：
10.1016/j.fss.2012.11.010
中图分类号：
TP301 [理论、方法];
学科分类号：
081202 ;
摘要：
This paper focuses on exchangeable copulas: some necessary and sufficient conditions are provided, together with a characterization result, in differential form. A very flexible model capable to generate a wide range of exchangeable copulas is presented. (C) 2012 Elsevier B.V. All rights reserved.
引用
收藏
页码：88 / 98
页数：11
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