Abstract
A new characterization of bivariate copulas is given by using the notion of Dini derivatives. Several examples illustrate the usefulness of this result.
- Title
- A new characterization of bivariate copulas
- Creators
- Fabrizio DurantePiotr Jaworski
- Publication Details
- Communications in Statistics - Theory and Methods, Vol.39, pp.2901-2912
- ISSN
- 0361-0926
- Series / Volume
- 39
- Publisher
- Taylor & Francis
- Number of pages
- 12
- Identifiers
- (UNIBZ)783
991006718597501241 - Web of Science ID
- WOS:000280770800005
- Scopus ID
- n.a.
- Academic Unit
- Faculty of Economics and Management
- Language
- English
- Resource Type
- Journal article
- Author Names String
- Durante F, Jaworski P
- Additional Description
- description: Record is part of a bulk validation set