Some members of the class of (quasi-)copulas with given diagonal from the Markov kernel perspective

被引：14

作者：

Fernandez Sanchez, Juan ^{[1
]}

Trutschnig, Wolfgang ^{[2
]}

机构：

[1] Univ Almeria La Canada de San Urbano, Res Grp Math Anal, Almeria, Spain

[2] Salzburg Univ, Dept Math, Hellbrunnerstr 34, A-5020 Salzburg, Austria

来源：

COMMUNICATIONS IN STATISTICS-THEORY AND METHODS | 2016年 / 45卷 / 05期

关键词：

Copula; Doubly stochastic measure; Markov kernel; Quasi-copula; Shuffle; 62H20; 60E05; QUASI-COPULAS; RANDOM-VARIABLES; SECTIONS; DEPENDENCE; SHUFFLES; SETS;

D O I：

10.1080/03610926.2013.864856

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

Calculating Markov kernels of copulas allows not only for a precise description of the way Bertino- and diagonal copulas distribute mass, but also enables a simply proof of the fact that, for certain diagonals, both may degenerate to proper generalized shuffles of the minimum copula. After extending the kernel approach to the case of the maximum quasi-copula A with given diagonal , a conjecture on singularity of A by Nelsen etal. (2008) is established and an alternative simple and short proof of the result by ubeda-Flores (2008) characterizing diagonals for which A is a copula is given.

引用

页码：1508 / 1526

页数：19

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