Idempotent copulae: Ordinal sums and Archimedean copula

被引:5
作者
Albanese, Angela [1 ]
Sempi, Carlo [1 ]
机构
[1] Univ Salento, Dipartimento Matemat & Fis Ennio De Giorgi, I-73100 Lecce, Italy
关键词
*-Product; Copula; Idempotent; Ordinal sums; Archimedean copulae;
D O I
10.1016/j.jmaa.2016.02.037
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
Idempotent copulm have been characterised, in an implicit form, in [17]; here we look at a few well-known classes of copulas, namely, Frechet copulas, ordinal sums, Archimedean copulas, copulas of the type C(u, v) = uv +/- f(u)g(v) and a special subset of copulas represented through measure-preserving transformations, and characterise those among these classes that are idempotent. (C) 2016 Elsevier Inc. All rights reserved.
引用
收藏
页码:1055 / 1065
页数:11
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