A note on the compatibility of bivariate copulas

Fabrizio Durante; Juan Fernández-Sánchez

doi:10.1080/03610926.2012.677090

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A note on the compatibility of bivariate copulas

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A note on the compatibility of bivariate copulas

Fabrizio Durante and Juan Fernández-Sánchez

Communications in Statistics - Theory and Methods, Vol.43(9), pp.1918-1923

03/05/2014

DOI: https://doi.org/10.1080/03610926.2012.677090

Handle:

https://hdl.handle.net/10863/9786

Abstract

Quantitative methods and economic modeling

This article answers to a problem by Kolesarova, Mesiar, and Sempi about the class of all copulas that are compatible with two given bivariate copulas A and B. It is shown that, even if A and B are not completely dependent, the class of all copulas compatible with A and B may consist of a singleton.

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Details

Title: A note on the compatibility of bivariate copulas
Creators: Fabrizio Durante
Juan Fernández-Sánchez
Publication Details: Communications in Statistics - Theory and Methods, Vol.43(9), pp.1918-1923
ISSN: 0361-0926
Series / Volume: 43
Publisher: Taylor & Francis: STM, Behavioural Science and Public Health Titles
Number of pages: 6
Identifiers: (UNIBZ)1776340
991005773239601241
Web of Science ID: 000334724600004
Scopus ID: 2-s2.0-84899410139
Academic Unit: Faculty of Economics and Management
Language: English
Resource Type: Journal article
Author Names String: Durante F, Fernández-Sánchez J
Additional Description: Projected: 3443
unibz-area: Quantitative methods and economic modeling

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