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Shuffles of copulas
Journal article   Peer reviewed

Shuffles of copulas

Fabrizio Durante, Peter Sarkoci and Carlo Sempi
Journal of Mathematical Analysis and Applications, Vol.352, pp.914-921
352
2009
Handle:
https://hdl.handle.net/10863/39103

Abstract

We show that every copula that is a shuffle of Min is a special push-forward of the doubly stochastic measure induced by the copula of shuffle by replacing the measure induced by measure, and, hence, the copula M. This fact allows to generalize the notionM with an arbitrary doubly stochasticM by any copula C.
url
doi.org/10.1016/j.jmaa.2008.11.064View

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