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Supermigrative copulas and positive dependence
(Springer Verlag (Germany), 2012)Recent investigations about notions of bivariate aging have underlined the need to introduce some new properties of positive dependence for a bivariate random vector. Here, by using the recent notion of supermigrativity ... 
Sklar's theorem obtained via regularization techniques
(Elsevier, 2012)Sklar’s theorem establishes the connection between a joint ddimensional distribution function and its univariate marginals. Its proof is straightforward when all the marginals are continuous. The hard part is the extension ... 
On a problem by Schweizer and Sklar
(Institute of Information Theory and Automation of the ASCR, 2012)We give a representation of the class of all ndimensional copulas such that, for a fixed m ε N, 2 ≤ m < n, all their mdimensional margins are equal to the independence copula. Such an investigation originated from an ... 
On the αmigrativity of multivariate semicopulas
(Elsevier, 2012)In this paper we introduce and study the αmigrative property for the class of multivariate semicopulas. In particular, a characterization of αmigrative copulas is provided. 
A method for constructing higherdimensional copulas
(Taylor & Francis: STM, Behavioural Science and Public Health Titles, 2012)For every n >= 3, a method is introduced and investigated for generating ndimensional copulas starting with an (n  1)dimensional copula already known. These copulas are particularly useful when the behaviour of a random ... 
Invariant dependence structure under univariate truncation
(Taylor & Francis: STM, Behavioural Science and Public Health Titles, 2012)The class of all bivariate copulas that are invariant under univariate truncation is characterized. To this end, a family of bivariate copulas generated by a realvalued function is introduced. The obtained results are ... 
On the approximation of copulas via shuffles of Min
(Elsevier, 2012)We study a multivariate extension of shuffles of Min that has a probabilistic interpretation in terms of mutually completely dependent process. The closure properties of the class of such copulas under different types of ... 
Detecting and measuring spatial contagion
(ERCIM WG on Computing & Statistics, 2012)Contagion is usually referred to as the process that describes the spread of financial difficulties from one economy to others in the same region and beyond. In practice spatial contagion between two financial markets X ... 
Handling weak dependence structures with copulas
(CLEUP, 2012)We provide a method to construct a class of ncopulas C defined as C(u) = D(u_1 , . . . , u_n1 ) u_n + A(u_1 , . . . , u_n1) f(u_n). These copulas are obtained from a (n1)copula D and some suitable auxiliary functions ...