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(Applied Probability Trust, 2015)We analyze copulas with a nontrivial singular component by using their Markov kernel representation. In particular, we provide existence results for copulas with a prescribed singular component. The constructions not only ...
(EMS Publishing House, 2015)
(Elsevier, 2015)We present Baire category results in the class of bivariate copulas (or, equivalently, doubly stochastic probability measures) endowed with two different metrics under which the space is complete. Main content of the paper ...