On (α,β)-homogeneous copulas

被引：9

作者：

Fernandez-Sanchez, Juan ^{[1
]}

Juan Quesada-Molina, Jose ^{[2
]}

Ubeda-Flores, Manuel ^{[3
]}

机构：

[1] Univ Almeria, Grp Invest Anal Matemat, Almeria 04120, Spain

[2] Univ Granada, Dept Matemat Aplicada, E-18071 Granada, Spain

[3] Univ Almeria, Dept Estadist & Matemat Aplicada, Almeria 04120, Spain

来源：

INFORMATION SCIENCES | 2013年 / 221卷

关键词：

(alpha; beta)-Homogeneity; Copula; Lipschitz conditions; Measures of association; ALPHA-MIGRATIVITY; NORMS;

D O I：

10.1016/j.ins.2012.09.048

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

We introduce and characterize the family of (alpha,beta)-homogeneous copulas and study some of its salient properties, such as the greatest and the lowest copulas, measures of association and the relationships with the alpha-migrativity and invariant copulas. (C) 2012 Elsevier Inc. All rights reserved.

引用

页码：181 / 191

页数：11

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