A note on the notion of singular copula

被引:19
作者
Durante, Fabrizio [1 ]
Fernandez Sanchez, Juan [2 ]
Sempi, Carlo [3 ]
机构
[1] Free Univ Bozen Bolzano, Sch Econ & Management, Bolzano, Italy
[2] Univ Almeria, Grp Invest Anal Matemat, La Canada De San Urbano, Almeria, Spain
[3] Univ Salento, Dipartimento Matemat & Fis Ennio De Giorgi, Lecce, Italy
关键词
Copula; Singular distribution; Support of a measure; ARCHIMEDEAN COPULAS;
D O I
10.1016/j.fss.2012.04.005
中图分类号
TP301 [理论、方法];
学科分类号
081202 ;
摘要
We clarify the link between the notion of singular copula and the concept of support of the measure induced by a copula. (C) 2012 Elsevier B.V. All rights reserved.
引用
收藏
页码:120 / 122
页数:3
相关论文
共 9 条
[1]  
Ash R. B., 2000, PROBABILITY MEASURE
[2]  
Bruckner A.M., 1971, AM MATH MONTHLY 2, V78
[3]  
Busemann H., 1934, Fund. Math., V22, P226
[4]  
Durante F., STATISTICS IN PRESS
[5]  
Durante F., 2010, P COP THEOR APPL, P3
[6]   Invariant dependence structures and Archimedean copulas [J].
Durante, Fabrizio ;
Jaworski, Piotr ;
Mesiar, Radko .
STATISTICS & PROBABILITY LETTERS, 2011, 81 (12) :1995-2003
[7]   MULTIVARIATE ARCHIMEDEAN COPULAS, d-MONOTONE FUNCTIONS AND l1-NORM SYMMETRIC DISTRIBUTIONS [J].
McNeil, Alexander J. ;
Neslehova, Johanna .
ANNALS OF STATISTICS, 2009, 37 (5B) :3059-3097
[8]  
Nelsen R. B, 2006, INTRO COPULAS, VSecond
[9]  
Saks S, 1937, Theory of the Integral