Abstract
Necessary and sufficient conditions are given in order to ensure that a function $\delta:[0,1] o [0,1]$ is the diagonal section of an absolutely continuous copula. Explicit constructions are provided.
- Title
- Absolutely continuous copulas with given diagonal sections
- Creators
- Fabrizio Durante - Johannes Kepler University of LinzPiotr Jaworski - University of Warsaw
- Publication Details
- Communications in Statistics - Theory and Methods, Vol.37, pp.2924-2942
- ISSN
- 0361-0926
- Series / Volume
- 37
- Publisher
- Taylor & Francis
- Number of pages
- 19
- Identifiers
- (UNIBZ)756
991006718598001241 - Web of Science ID
- WOS:000258081000009
- 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